+25.0%
FLEX vs TWLO
+60.3%
-35.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.1% | -12.2% | -12.3% |
| 7D | -17.0% | -15.9% | -1.1% | -15.9% |
| 30D | -33.8% | -29.0% | -4.8% | -32.5% |
| 3M | -39.0% | +10.0% | -49.1% | -38.6% |
| 6M | -15.9% | +12.6% | -28.5% | -15.1% |
| YTD | +27.8% | +50.1% | -22.3% | +28.9% |
| 1Y | +25.0% | +64.3% | -39.3% | +17.1% |
| All | +25.0% | +60.3% | -35.3% | +17.1% |
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 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