+98.7%
FAST vs TWLO
+261.1%
-162.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.6% |
| 7D | +4.2% | +4.5% | -0.4% | +3.9% |
| 30D | +6.7% | -22.1% | +28.8% | +8.0% |
| 3M | +8.0% | -15.3% | +23.4% | +8.7% |
| 6M | +27.4% | +9.7% | +17.8% | +25.9% |
| YTD | +40.5% | +48.5% | -8.0% | +35.8% |
| 1Y | +38.4% | +70.3% | -32.0% | +32.0% |
| 3Y | +98.7% | +261.4% | -162.7% | +71.7% |
| All | +98.7% | +261.1% | -162.4% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling