+240.6%
TWLO vs FSLY
-0.4%
+241.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | -0.5% |
| 7D | +0.2% | +11.2% | -11.0% | -1.8% |
| 30D | -9.1% | -18.2% | +9.0% | -6.0% |
| 3M | +11.0% | +21.9% | -10.9% | +5.8% |
| 6M | +79.4% | +4.0% | +75.3% | +67.9% |
| YTD | +59.7% | +123.1% | -63.4% | +24.2% |
| 1Y | +112.3% | +196.9% | -84.5% | +49.1% |
| All | +240.6% | -0.4% | +241.0% | +198.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling