+237.1%
TDG vs FSLY
0.0%
+237.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.8% | -1.7% |
| 7D | -0.9% | +3.5% | -4.4% | -1.2% |
| 30D | -6.5% | -6.4% | -0.1% | -6.4% |
| 3M | -5.1% | +10.9% | -16.0% | -6.3% |
| 6M | -11.5% | +6.7% | -18.2% | -14.5% |
| YTD | -13.9% | +111.1% | -125.0% | -22.7% |
| 1Y | -11.5% | +185.8% | -197.2% | -23.4% |
| 3Y | +53.7% | -6.6% | +60.2% | +40.5% |
| 5Y | +135.5% | -52.4% | +187.9% | +112.3% |
| All | +237.1% | 0.0% | +237.1% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling