+55.4%
FCX vs TWLO
-30.7%
+86.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -0.3% | +4.5% | -4.9% | -1.0% |
| 30D | -14.7% | -22.1% | +7.4% | -11.6% |
| 3M | -11.2% | -15.3% | +4.2% | -9.5% |
| 6M | -11.4% | +9.7% | -21.0% | -14.2% |
| YTD | +17.7% | +48.5% | -30.8% | +6.9% |
| 1Y | +47.5% | +70.3% | -22.9% | +30.5% |
| 3Y | +83.9% | +261.4% | -177.5% | +38.4% |
| All | +55.4% | -30.7% | +86.0% | +48.6% |
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