-5.3%
FSLY vs TW
+144.9%
-150.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +7.5% | -2.7% | +10.3% | +9.1% |
| 30D | -21.1% | -1.7% | -19.4% | -20.4% |
| 3M | +21.8% | +1.6% | +20.2% | +18.7% |
| 6M | -0.1% | -17.7% | +17.6% | +9.5% |
| YTD | +123.1% | -4.3% | +127.4% | +120.6% |
| 1Y | +208.6% | -13.1% | +221.7% | +223.6% |
| 3Y | -1.3% | +20.3% | -21.5% | -22.7% |
| 5Y | -48.4% | +22.0% | -70.3% | -60.6% |
| All | -5.3% | +144.9% | -150.2% | -56.6% |
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