+684.6%
TWLO vs FCEL
-99.1%
+783.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +18.8% | -21.8% | -4.6% |
| 7D | -1.2% | +4.0% | -5.2% | -1.8% |
| 30D | -6.4% | -13.1% | +6.7% | -5.9% |
| 3M | +6.3% | +14.6% | -8.3% | +2.1% |
| 6M | +76.4% | +133.7% | -57.2% | +55.1% |
| YTD | +58.8% | +143.0% | -84.1% | +38.1% |
| 1Y | +107.1% | +320.9% | -213.8% | +68.6% |
| 3Y | +245.0% | -58.9% | +303.9% | +220.6% |
| 5Y | -36.0% | -89.7% | +53.7% | -34.6% |
| 10Y | +293.2% | -99.1% | +392.3% | +579.7% |
| All | +684.6% | -99.1% | +783.7% | +1,300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling