+105.4%
FSLR vs TWLO
-35.1%
+140.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.3% | -4.9% |
| 7D | +0.2% | +0.2% | +0.1% | +0.2% |
| 30D | -15.1% | -9.1% | -6.0% | -13.7% |
| 3M | -22.5% | +11.0% | -33.5% | -24.7% |
| 6M | +4.0% | +79.4% | -75.4% | -9.4% |
| YTD | -22.3% | +59.7% | -82.0% | -31.0% |
| 1Y | 0.0% | +112.3% | -112.3% | -16.5% |
| 3Y | +10.9% | +247.0% | -236.1% | -19.3% |
| 5Y | +105.4% | -35.6% | +141.0% | +79.9% |
| All | +105.4% | -35.1% | +140.5% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling