-50.2%
FSLY vs TW
+20.0%
-70.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.7% | +5.7% |
| 7D | +11.2% | -0.5% | +11.7% | +11.3% |
| 30D | -18.2% | -0.6% | -17.6% | -17.9% |
| 3M | +21.9% | +3.4% | +18.5% | +17.5% |
| 6M | +4.0% | -18.4% | +22.5% | +15.7% |
| YTD | +123.1% | -3.9% | +127.0% | +120.2% |
| 1Y | +196.9% | -13.3% | +210.2% | +213.9% |
| 3Y | -1.3% | +20.8% | -22.1% | -29.9% |
| 5Y | -50.2% | +20.3% | -70.5% | -65.9% |
| All | -50.2% | +20.0% | -70.3% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling