+320.2%
FSLR vs TWLO
+871.2%
-550.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.9% |
| 7D | 0.0% | -2.0% | +2.0% | +0.3% |
| 30D | -13.7% | +20.6% | -34.2% | -17.0% |
| 3M | -35.1% | -1.5% | -33.5% | -35.3% |
| 6M | +3.6% | +89.4% | -85.8% | -9.5% |
| YTD | -21.7% | +63.8% | -85.5% | -30.2% |
| 1Y | +1.3% | +119.7% | -118.5% | -14.6% |
| 3Y | +9.7% | +256.1% | -246.4% | -17.8% |
| 5Y | +117.4% | -36.6% | +153.9% | +103.9% |
| 10Y | +435.5% | +304.3% | +131.2% | +269.2% |
| All | +320.2% | +871.2% | -550.9% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling