+478.1%
FLEX vs TWLO
+238.8%
+239.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +4.9% |
| 7D | +7.0% | -1.2% | +8.2% | +7.1% |
| 30D | -5.8% | -6.4% | +0.6% | -4.9% |
| 3M | -24.2% | +6.3% | -30.5% | -25.6% |
| 6M | +90.8% | +76.4% | +14.4% | +64.8% |
| YTD | +89.2% | +58.8% | +30.4% | +66.8% |
| 1Y | +104.7% | +107.1% | -2.4% | +66.7% |
| 3Y | +478.1% | +245.0% | +233.1% | +327.3% |
| All | +478.1% | +238.8% | +239.3% | +327.3% |
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