+139.8%
FTNT vs TWLO
+246.3%
-106.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.3% |
| 7D | -0.1% | -2.4% | +2.3% | +0.6% |
| 30D | -3.0% | -7.8% | +4.8% | -0.5% |
| 3M | +7.6% | +10.0% | -2.4% | +3.6% |
| 6M | +87.0% | +79.5% | +7.5% | +53.2% |
| YTD | +96.5% | +59.8% | +36.7% | +65.8% |
| 1Y | +92.9% | +121.7% | -28.7% | +45.6% |
| 3Y | +139.8% | +240.8% | -101.0% | +74.7% |
| All | +139.8% | +246.3% | -106.5% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling