+460.0%
FCX vs TWLO
+780.4%
-320.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -0.3% | +4.5% | -4.9% | -1.1% |
| 30D | -14.7% | -22.1% | +7.4% | -11.2% |
| 3M | -11.2% | -15.3% | +4.2% | -9.3% |
| 6M | -11.4% | +9.7% | -21.0% | -14.6% |
| YTD | +17.7% | +48.5% | -30.8% | +5.9% |
| 1Y | +47.5% | +70.3% | -22.9% | +29.2% |
| 3Y | +83.9% | +261.4% | -177.5% | +35.7% |
| 5Y | +54.0% | -30.6% | +84.5% | +43.3% |
| 10Y | +372.9% | +569.2% | -196.4% | +155.3% |
| All | +460.0% | +780.4% | -320.4% | +190.5% |
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 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