+622.8%
FCX vs TWLO
+841.6%
-218.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.0% | +8.4% | +5.9% |
| 7D | +5.7% | -1.2% | +6.9% | +5.8% |
| 30D | +10.1% | -6.4% | +16.4% | +11.0% |
| 3M | +20.2% | +6.3% | +13.9% | +17.6% |
| 6M | +29.7% | +76.4% | -46.8% | +14.4% |
| YTD | +51.9% | +58.8% | -6.9% | +35.8% |
| 1Y | +66.0% | +107.1% | -41.1% | +40.5% |
| 3Y | +102.7% | +245.0% | -142.2% | +51.7% |
| 5Y | +138.9% | -36.0% | +174.8% | +126.0% |
| 10Y | +701.1% | +293.2% | +407.9% | +371.1% |
| All | +622.8% | +841.6% | -218.8% | +272.7% |
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 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