-30.7%
FSLY vs TW
+217.2%
-247.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.2% | -3.8% |
| 7D | +4.9% | +3.9% | +0.9% | +2.6% |
| 30D | -33.5% | +19.9% | -53.5% | -40.5% |
| 3M | -44.6% | +25.9% | -70.6% | -51.8% |
| 6M | -9.2% | +21.1% | -30.4% | -21.0% |
| YTD | +63.3% | +23.9% | +39.4% | +38.4% |
| 1Y | +45.3% | +21.2% | +24.0% | +24.5% |
| 3Y | +3.7% | +44.8% | -41.0% | -26.3% |
| 5Y | -67.2% | +41.4% | -108.6% | -77.1% |
| All | -30.7% | +217.2% | -247.9% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling