+351.3%
FERG vs TWLO
+312.8%
+38.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | -2.6% | -2.4% | -0.2% | -2.4% |
| 30D | -8.9% | -7.8% | -1.1% | -8.4% |
| 3M | -2.0% | +10.0% | -12.1% | -3.0% |
| 6M | -3.2% | +79.5% | -82.7% | -8.2% |
| YTD | +1.5% | +59.8% | -58.3% | -3.1% |
| 1Y | +0.5% | +121.7% | -121.2% | -6.7% |
| 3Y | +50.4% | +240.8% | -190.4% | +33.9% |
| 5Y | +68.7% | -33.6% | +102.3% | +54.6% |
| All | +351.3% | +312.8% | +38.6% | +308.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling