-7.4%
FISV vs TWLO
+863.4%
-870.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.3% |
| 7D | -7.2% | -3.9% | -3.3% | -6.7% |
| 30D | -7.2% | -9.7% | +2.5% | -6.0% |
| 3M | -8.2% | +11.6% | -19.8% | -10.1% |
| 6M | -17.7% | +84.7% | -102.4% | -25.3% |
| YTD | -27.2% | +62.5% | -89.6% | -32.9% |
| 1Y | -63.0% | +121.7% | -184.7% | -67.4% |
| 3Y | -59.8% | +253.0% | -312.7% | -67.6% |
| 5Y | -55.8% | -32.5% | -23.3% | -58.3% |
| 10Y | -2.4% | +312.7% | -315.1% | -30.8% |
| All | -7.4% | +863.4% | -870.8% | -36.9% |
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