+529.2%
FAST vs TWLO
+761.4%
-232.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +2.8% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | +8.1% | -28.6% | +36.7% | +11.3% |
| 3M | +5.8% | -14.4% | +20.2% | +6.8% |
| 6M | +24.9% | +2.4% | +22.4% | +23.1% |
| YTD | +38.9% | +45.3% | -6.4% | +31.3% |
| 1Y | +36.5% | +61.8% | -25.4% | +27.5% |
| 3Y | +98.1% | +269.0% | -170.9% | +65.3% |
| 5Y | +109.3% | -33.5% | +142.8% | +98.9% |
| 10Y | +547.9% | +549.6% | -1.7% | +386.7% |
| All | +529.2% | +761.4% | -232.1% | +366.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling