-5.3%
FSLY vs TDY
+148.0%
-153.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.7% |
| 7D | +11.2% | -1.8% | +13.0% | +12.4% |
| 30D | -18.2% | -13.8% | -4.4% | -9.7% |
| 3M | +21.9% | -3.9% | +25.8% | +25.0% |
| 6M | +4.0% | -9.0% | +13.0% | +11.6% |
| YTD | +123.1% | +16.5% | +106.5% | +100.5% |
| 1Y | +196.9% | +9.3% | +187.6% | +177.8% |
| 3Y | -1.3% | +45.1% | -46.4% | -22.8% |
| 5Y | -50.2% | +35.0% | -85.2% | -58.9% |
| All | -5.3% | +148.0% | -153.3% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling