-80.6%
TTD vs FSLY
-54.2%
-26.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.4% | -7.2% | -4.1% |
| 7D | +1.7% | +3.5% | -1.7% | +0.7% |
| 30D | +1.6% | -6.4% | +8.0% | +1.5% |
| 3M | -27.8% | +10.9% | -38.7% | -31.9% |
| 6M | -52.1% | +6.7% | -58.8% | -59.0% |
| YTD | -63.1% | +111.1% | -174.2% | -77.5% |
| 1Y | -73.1% | +185.8% | -258.8% | -86.5% |
| 3Y | -83.3% | -6.6% | -76.7% | -88.2% |
| 5Y | -80.6% | -52.4% | -28.2% | -82.7% |
| All | -80.6% | -54.2% | -26.4% | -82.7% |
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