-58.5%
FIG vs TWLO
+117.0%
-175.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.6% |
| 7D | -3.8% | -2.4% | -1.4% | -2.6% |
| 30D | -2.3% | -7.8% | +5.5% | +1.7% |
| 3M | +20.0% | +10.0% | +9.9% | +12.5% |
| 6M | -16.7% | +79.5% | -96.1% | -45.4% |
| YTD | -37.9% | +59.8% | -97.8% | -57.0% |
| 1Y | -58.5% | +121.7% | -180.2% | -77.5% |
| All | -58.5% | +117.0% | -175.6% | -77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling