+252.3%
FSLR vs TWLO
+780.4%
-528.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -14.8% | +4.5% | -19.3% | -15.5% |
| 30D | -4.3% | -22.1% | +17.8% | -0.5% |
| 3M | -23.4% | -15.3% | -8.1% | -22.1% |
| 6M | -26.9% | +9.7% | -36.6% | -29.8% |
| YTD | -34.4% | +48.5% | -82.9% | -41.2% |
| 1Y | -33.2% | +70.3% | -103.5% | -41.6% |
| 3Y | +28.1% | +261.4% | -233.4% | -5.3% |
| 5Y | +54.5% | -30.6% | +85.1% | +42.3% |
| 10Y | +434.6% | +569.2% | -134.6% | +255.5% |
| All | +252.3% | +780.4% | -528.1% | +113.3% |
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