-29.5%
TTD vs FSLY
+5.6%
-35.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.4% | +7.5% | -15.0% | -9.5% |
| 30D | +3.0% | -21.1% | +24.1% | +9.2% |
| 3M | -27.6% | +21.8% | -49.3% | -33.5% |
| 6M | -49.5% | -0.1% | -49.4% | -55.5% |
| YTD | -63.2% | +123.1% | -186.3% | -77.6% |
| 1Y | -69.7% | +208.6% | -278.3% | -84.6% |
| 3Y | -83.3% | -1.3% | -82.1% | -88.5% |
| 5Y | -80.8% | -48.4% | -32.4% | -85.8% |
| All | -29.5% | +5.6% | -35.1% | -64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling