-47.3%
FSLY vs TDY
+39.0%
-86.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +0.9% |
| 7D | +12.5% | -1.1% | +13.6% | +13.5% |
| 30D | -18.8% | -12.0% | -6.8% | -8.6% |
| 3M | +22.7% | -3.2% | +25.9% | +26.1% |
| 6M | -3.7% | -7.9% | +4.2% | +4.5% |
| YTD | +127.5% | +18.2% | +109.3% | +90.2% |
| 1Y | +193.5% | +6.7% | +186.9% | +170.2% |
| 3Y | -1.3% | +47.5% | -48.9% | -35.5% |
| All | -47.3% | +39.0% | -86.3% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling