+97.6%
FCX vs TWLO
+246.1%
-148.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | +8.1% | -9.1% | +17.3% | +9.6% |
| 3M | +18.9% | +11.0% | +7.9% | +15.7% |
| 6M | +26.6% | +79.4% | -52.8% | +10.2% |
| YTD | +51.2% | +59.7% | -8.6% | +34.3% |
| 1Y | +75.6% | +112.3% | -36.8% | +44.2% |
| All | +97.6% | +246.1% | -148.5% | +35.5% |
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