+61.8%
TWLO vs FSLY
+7.7%
+54.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.3% |
| 7D | -2.4% | +12.5% | -14.9% | -6.2% |
| 30D | -7.8% | -18.8% | +11.0% | -2.2% |
| 3M | +10.0% | +22.7% | -12.6% | +0.7% |
| 6M | +79.5% | -3.7% | +83.2% | +62.7% |
| YTD | +59.8% | +127.5% | -67.7% | -2.2% |
| 1Y | +121.7% | +193.5% | -71.9% | +17.9% |
| 3Y | +240.8% | -1.3% | +242.1% | +136.4% |
| 5Y | -33.6% | -47.3% | +13.7% | -50.0% |
| All | +61.8% | +7.7% | +54.1% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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