-26.0%
FSLR vs TWLO
+60.3%
-86.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.8% | +4.6% |
| 7D | +10.3% | -15.9% | +26.2% | +11.5% |
| 30D | +10.4% | -29.0% | +39.5% | +12.7% |
| 3M | -20.2% | +10.0% | -30.2% | -21.6% |
| 6M | -8.0% | +12.6% | -20.5% | -9.5% |
| YTD | -25.5% | +50.1% | -75.6% | -23.2% |
| 1Y | -26.0% | +64.3% | -90.2% | -27.2% |
| All | -26.0% | +60.3% | -86.3% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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