-53.1%
FISV vs TWLO
-33.6%
-19.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.1% | +5.6% |
| 7D | -2.7% | -2.4% | -0.3% | -2.4% |
| 30D | 0.0% | -7.8% | +7.9% | +1.1% |
| 3M | -2.8% | +10.0% | -12.8% | -4.7% |
| 6M | -11.8% | +79.5% | -91.3% | -20.2% |
| YTD | -23.2% | +59.8% | -83.0% | -29.5% |
| 1Y | -62.0% | +121.7% | -183.7% | -66.8% |
| 3Y | -57.6% | +240.8% | -298.4% | -66.3% |
| All | -53.1% | -33.6% | -19.6% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling