+13.2%
FSLR vs TWLO
+246.1%
-232.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.3% | -4.9% |
| 7D | +0.2% | +0.2% | +0.1% | +0.1% |
| 30D | -15.1% | -9.1% | -6.0% | -13.6% |
| 3M | -22.5% | +11.0% | -33.5% | -24.9% |
| 6M | +4.0% | +79.4% | -75.4% | -11.2% |
| YTD | -22.3% | +59.7% | -82.0% | -31.8% |
| 1Y | 0.0% | +112.3% | -112.3% | -19.0% |
| All | +13.2% | +246.1% | -232.8% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling