+3,553.2%
FIX vs TWLO
+566.1%
+2,987.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +9.4% | +4.5% | +4.9% | +8.8% |
| 30D | -27.8% | -22.1% | -5.7% | -25.5% |
| 3M | -35.6% | -15.3% | -20.2% | -34.5% |
| 6M | -45.2% | +9.7% | -54.9% | -46.6% |
| YTD | +19.5% | +48.5% | -29.0% | +10.7% |
| 1Y | +24.2% | +70.3% | -46.1% | +13.0% |
| 3Y | +494.2% | +261.4% | +232.7% | +384.5% |
| 5Y | +1,036.1% | -30.6% | +1,066.7% | +948.9% |
| All | +3,553.2% | +566.1% | +2,987.1% | +2,256.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling