-61.1%
FISV vs TWLO
+123.2%
-184.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.9% |
| 7D | -0.3% | -2.0% | +1.7% | -0.1% |
| 30D | -2.1% | +20.6% | -22.6% | -4.9% |
| 3M | -5.7% | -1.5% | -4.2% | -5.1% |
| 6M | -15.3% | +89.4% | -104.8% | -26.6% |
| YTD | -21.1% | +63.8% | -84.9% | -30.3% |
| 1Y | -61.1% | +119.7% | -180.8% | -67.2% |
| All | -61.1% | +123.2% | -184.3% | -67.2% |
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