+106.8%
FAST vs TWLO
-37.0%
+143.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.2% |
| 7D | +1.3% | -1.2% | +2.5% | +1.4% |
| 30D | -4.7% | -6.4% | +1.6% | -4.3% |
| 3M | +7.9% | +6.3% | +1.7% | +6.9% |
| 6M | +7.4% | +76.4% | -69.0% | +0.9% |
| YTD | +25.1% | +58.8% | -33.7% | +18.3% |
| 1Y | +4.7% | +107.1% | -102.4% | -4.1% |
| 3Y | +94.7% | +245.0% | -150.3% | +63.8% |
| 5Y | +106.8% | -36.0% | +142.7% | +90.7% |
| All | +106.8% | -37.0% | +143.7% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling