+1,086.7%
FLEX vs TWLO
+298.6%
+788.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +6.4% | +0.2% | +6.2% | +6.2% |
| 30D | -5.9% | -9.1% | +3.3% | -4.2% |
| 3M | -23.5% | +11.0% | -34.4% | -25.8% |
| 6M | +83.7% | +79.4% | +4.4% | +58.8% |
| YTD | +86.5% | +59.7% | +26.8% | +64.1% |
| 1Y | +100.5% | +112.3% | -11.8% | +65.1% |
| 3Y | +469.8% | +247.0% | +222.9% | +311.7% |
| 5Y | +725.7% | -35.6% | +761.2% | +674.0% |
| 10Y | +1,086.7% | +305.7% | +781.0% | +624.0% |
| All | +1,086.7% | +298.6% | +788.1% | +624.0% |
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