+13.8%
FIX vs TWLO
+65.2%
-51.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.3% | -0.9% |
| 7D | -13.9% | +0.2% | -14.1% | -13.9% |
| 30D | -35.5% | -26.0% | -9.5% | -35.3% |
| 3M | -33.9% | -14.3% | -19.6% | -33.6% |
| 6M | -43.3% | +6.2% | -49.5% | -43.0% |
| YTD | +18.7% | +50.6% | -31.9% | +18.5% |
| 1Y | +13.8% | +64.0% | -50.2% | +9.2% |
| All | +13.8% | +65.2% | -51.5% | +9.2% |
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