-14.2%
FSLY vs TW
+153.8%
-167.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.0% |
| 7D | -10.6% | -2.3% | -8.3% | -9.4% |
| 30D | -20.9% | +3.9% | -24.8% | -22.6% |
| 3M | +3.4% | +5.7% | -2.3% | -1.8% |
| 6M | +2.7% | -14.5% | +17.3% | +10.3% |
| YTD | +102.3% | -0.9% | +103.1% | +96.2% |
| 1Y | +182.1% | -13.5% | +195.6% | +197.6% |
| 3Y | -14.6% | +25.0% | -39.5% | -34.5% |
| 5Y | -55.9% | +22.7% | -78.6% | -66.4% |
| All | -14.2% | +153.8% | -167.9% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling