-11.8%
TDG vs FSLY
+210.9%
-222.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.2% |
| 7D | -1.9% | +12.5% | -14.4% | -1.7% |
| 30D | -7.7% | -18.8% | +11.1% | -8.0% |
| 3M | -9.3% | +22.7% | -32.0% | -8.8% |
| 6M | -9.4% | -3.7% | -5.7% | -8.8% |
| YTD | -14.3% | +127.5% | -141.8% | -13.2% |
| 1Y | -11.8% | +193.5% | -205.4% | -11.5% |
| All | -11.8% | +210.9% | -222.7% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1y: compounded portfolio wealth divided by compounded FSLY 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…
1y analysis · Full analysis span regression · 6 months rolling