-82.6%
TTD vs FSLY
-68.1%
-14.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.9% |
| 7D | +19.9% | -22.9% | +42.8% | +26.9% |
| 30D | +27.6% | -44.6% | +72.2% | +45.8% |
| 3M | +15.2% | -41.5% | +56.6% | +26.4% |
| 6M | -33.2% | -20.8% | -12.4% | -34.3% |
| YTD | -59.4% | +59.5% | -118.9% | -74.0% |
| 1Y | -64.4% | +36.1% | -100.5% | -76.0% |
| 3Y | -75.9% | -1.0% | -74.9% | -84.8% |
| 5Y | -82.6% | -66.9% | -15.7% | -84.4% |
| All | -82.6% | -68.1% | -14.5% | -84.4% |
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