-30.6%
TWLO vs FSLY
-67.3%
+36.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.6% |
| 7D | +4.5% | +4.9% | -0.3% | +3.0% |
| 30D | -22.1% | -33.5% | +11.4% | -12.7% |
| 3M | -15.3% | -44.6% | +29.3% | -1.5% |
| 6M | +9.7% | -9.2% | +18.9% | +7.3% |
| YTD | +48.5% | +63.3% | -14.8% | -0.6% |
| 1Y | +70.3% | +45.3% | +25.1% | +18.4% |
| 3Y | +261.4% | +3.7% | +257.7% | +136.5% |
| All | -30.6% | -67.3% | +36.6% | -32.8% |
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