+2.8%
FSLR vs TWLO
+117.0%
-114.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | +2.2% | -2.4% | +4.7% | +2.6% |
| 30D | -7.8% | -7.8% | 0.0% | -6.7% |
| 3M | -22.9% | +10.0% | -32.9% | -24.5% |
| 6M | +4.4% | +79.5% | -75.1% | -8.6% |
| YTD | -20.0% | +59.8% | -79.8% | -25.6% |
| 1Y | +2.8% | +121.7% | -118.9% | -17.0% |
| All | +2.8% | +117.0% | -114.2% | -17.0% |
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