-80.8%
FIG vs TWLO
+74.8%
-155.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.2% |
| 7D | -12.2% | -3.9% | -8.3% | -10.6% |
| 30D | -11.0% | -9.7% | -1.3% | -6.9% |
| 3M | +11.9% | +11.6% | +0.3% | +5.3% |
| 6M | -21.9% | +84.7% | -106.6% | -44.3% |
| YTD | -40.8% | +62.5% | -103.2% | -56.1% |
| 1Y | -56.6% | +121.7% | -178.3% | -70.8% |
| All | -80.8% | +74.8% | -155.6% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling