+240.8%
TWLO vs FANG
+45.3%
+195.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.4% | +2.9% | -5.3% | -2.9% |
| 30D | -7.8% | +2.6% | -10.4% | -8.3% |
| 3M | +10.0% | +7.6% | +2.5% | +8.2% |
| 6M | +79.5% | +17.3% | +62.1% | +73.1% |
| YTD | +59.8% | +38.7% | +21.2% | +48.5% |
| 1Y | +121.7% | +51.6% | +70.0% | +101.0% |
| 3Y | +240.8% | +50.0% | +190.8% | +201.3% |
| All | +240.8% | +45.3% | +195.5% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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