+65.8%
TWLO vs FSLY
-4.2%
+70.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.3% |
| 7D | -2.0% | -10.6% | +8.6% | +1.5% |
| 30D | +20.6% | -20.9% | +41.5% | +28.0% |
| 3M | -1.5% | +3.4% | -5.0% | -5.0% |
| 6M | +89.4% | +2.7% | +86.7% | +67.5% |
| YTD | +63.8% | +102.3% | -38.5% | +4.3% |
| 1Y | +119.7% | +182.1% | -62.3% | +17.7% |
| 3Y | +256.1% | -14.6% | +270.7% | +159.7% |
| 5Y | -36.6% | -55.9% | +19.3% | -49.3% |
| All | +65.8% | -4.2% | +70.1% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling