+301.0%
TWLO vs FCEL
-99.1%
+400.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -1.8% |
| 7D | -2.4% | +6.3% | -8.7% | -3.1% |
| 30D | -7.8% | -26.7% | +18.9% | -6.0% |
| 3M | +10.0% | -10.2% | +20.2% | +8.0% |
| 6M | +79.5% | +123.5% | -44.0% | +58.6% |
| YTD | +59.8% | +117.4% | -57.5% | +40.6% |
| 1Y | +121.7% | +146.0% | -24.3% | +90.3% |
| 3Y | +240.8% | -61.9% | +302.7% | +219.0% |
| 5Y | -33.6% | -90.5% | +56.9% | -31.7% |
| All | +301.0% | -99.1% | +400.1% | +450.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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