+246.5%
TWLO vs FCEL
-63.4%
+309.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.9% | +7.6% | +2.0% |
| 7D | -3.9% | +6.3% | -10.2% | -4.4% |
| 30D | -9.7% | -18.8% | +9.1% | -9.0% |
| 3M | +11.6% | -3.8% | +15.4% | +9.4% |
| 6M | +84.7% | +121.1% | -36.5% | +65.2% |
| YTD | +62.5% | +113.3% | -50.8% | +44.8% |
| 1Y | +121.7% | +173.5% | -51.8% | +91.7% |
| All | +246.5% | -63.4% | +309.9% | +250.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling