-73.5%
TTD vs FSLY
+205.2%
-278.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.1% |
| 7D | -4.6% | +11.2% | -15.8% | -4.8% |
| 30D | +3.7% | -18.2% | +21.8% | +4.0% |
| 3M | -30.2% | +21.9% | -52.1% | -30.4% |
| 6M | -51.4% | +4.0% | -55.4% | -51.3% |
| YTD | -63.4% | +123.1% | -186.5% | -62.9% |
| 1Y | -73.5% | +196.9% | -270.4% | -73.4% |
| All | -73.5% | +205.2% | -278.8% | -73.4% |
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 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