-79.1%
FIG vs TWLO
+76.2%
-155.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.2% | -3.0% |
| 7D | -16.3% | -2.0% | -14.3% | -15.6% |
| 30D | -14.3% | +20.6% | -34.9% | -22.3% |
| 3M | +7.2% | -1.5% | +8.7% | +7.5% |
| 6M | -18.6% | +89.4% | -108.1% | -42.7% |
| YTD | -35.5% | +63.8% | -99.2% | -52.3% |
| 1Y | -55.8% | +119.7% | -175.5% | -70.3% |
| All | -79.1% | +76.2% | -155.3% | -85.9% |
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