+790.7%
FIX vs TWLO
+238.8%
+551.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.9% |
| 7D | +6.1% | -1.2% | +7.3% | +6.2% |
| 30D | -2.7% | -6.4% | +3.7% | -1.8% |
| 3M | -10.9% | +6.3% | -17.2% | -12.8% |
| 6M | +29.0% | +76.4% | -47.4% | +11.0% |
| YTD | +76.9% | +58.8% | +18.1% | +55.2% |
| 1Y | +130.7% | +107.1% | +23.7% | +86.7% |
| 3Y | +790.7% | +245.0% | +545.7% | +514.1% |
| All | +790.7% | +238.8% | +551.9% | +514.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling