+448.7%
FIX vs TWLO
+272.8%
+175.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.4% |
| 7D | -17.5% | -1.5% | -16.0% | -17.1% |
| 30D | -41.6% | -26.0% | -15.6% | -38.7% |
| 3M | -40.6% | +4.6% | -45.2% | -42.0% |
| 6M | -49.4% | +5.5% | -54.9% | -51.1% |
| YTD | +9.2% | +42.0% | -32.8% | -2.6% |
| 1Y | +6.5% | +58.5% | -52.0% | -7.9% |
| 3Y | +448.7% | +279.7% | +169.1% | +256.1% |
| All | +448.7% | +272.8% | +175.9% | +256.1% |
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