+651.7%
FLEX vs TWLO
+606.2%
+45.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +3.3% |
| 7D | +2.2% | +2.8% | -0.6% | +1.8% |
| 30D | -32.6% | -22.4% | -10.3% | -29.1% |
| 3M | -35.5% | -14.2% | -21.2% | -33.8% |
| 6M | -45.6% | +10.5% | -56.1% | -47.7% |
| YTD | +30.7% | +54.3% | -23.6% | +15.1% |
| 1Y | +28.4% | +68.0% | -39.6% | +11.0% |
| 3Y | +301.7% | +273.0% | +28.6% | +182.9% |
| 5Y | +473.3% | -26.3% | +499.6% | +423.4% |
| 10Y | +651.7% | +595.4% | +56.3% | +329.0% |
| All | +651.7% | +606.2% | +45.6% | +329.0% |
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