+124.3%
TDG vs FSLY
-47.3%
+171.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.1% |
| 7D | -1.9% | +12.5% | -14.4% | -2.6% |
| 30D | -7.7% | -18.8% | +11.1% | -6.7% |
| 3M | -9.3% | +22.7% | -32.0% | -10.9% |
| 6M | -9.4% | -3.7% | -5.7% | -11.4% |
| YTD | -14.3% | +127.5% | -141.8% | -22.8% |
| 1Y | -11.8% | +193.5% | -205.4% | -23.3% |
| 3Y | +52.0% | -1.3% | +53.3% | +40.4% |
| All | +124.3% | -47.3% | +171.6% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling