+469.0%
FAST vs TWLO
+871.2%
-402.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.1% |
| 7D | -0.4% | -2.0% | +1.7% | -0.2% |
| 30D | -0.8% | +20.6% | -21.4% | -2.8% |
| 3M | +5.8% | -1.5% | +7.3% | +5.5% |
| 6M | +8.0% | +89.4% | -81.4% | +0.2% |
| YTD | +25.6% | +63.8% | -38.2% | +18.0% |
| 1Y | +0.8% | +119.7% | -118.9% | -8.6% |
| 3Y | +86.1% | +256.1% | -170.0% | +56.6% |
| 5Y | +100.2% | -36.6% | +136.8% | +91.6% |
| 10Y | +494.2% | +304.3% | +189.8% | +356.6% |
| All | +469.0% | +871.2% | -402.1% | +318.9% |
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