+4.7%
FAST vs TWLO
+106.8%
-102.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.4% |
| 7D | +1.3% | -1.2% | +2.5% | +1.3% |
| 30D | -4.7% | -6.4% | +1.6% | -4.7% |
| 3M | +7.9% | +6.3% | +1.7% | +7.8% |
| 6M | +7.4% | +76.4% | -69.0% | +9.5% |
| YTD | +25.1% | +58.8% | -33.7% | +26.9% |
| 1Y | +4.7% | +107.1% | -102.4% | +6.6% |
| All | +4.7% | +106.8% | -102.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 1y: compounded portfolio wealth divided by compounded TWLO 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…
1y analysis · Full analysis span regression · 6 months rolling