-32.3%
TWLO vs FSLY
-47.3%
+15.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.2% |
| 7D | -2.4% | +12.5% | -14.9% | -6.0% |
| 30D | -7.8% | -18.8% | +11.0% | -2.4% |
| 3M | +10.0% | +22.7% | -12.6% | +1.0% |
| 6M | +79.5% | -3.7% | +83.2% | +63.1% |
| YTD | +59.8% | +127.5% | -67.7% | -1.1% |
| 1Y | +121.7% | +193.5% | -71.9% | +18.0% |
| 3Y | +240.8% | -1.3% | +242.1% | +147.1% |
| All | -32.3% | -47.3% | +15.0% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling