+216.6%
TWLO vs FBTC
+60.2%
+156.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.4% | -3.1% | +0.7% | -1.7% |
| 30D | -7.8% | +22.0% | -29.8% | -12.1% |
| 3M | +10.0% | +21.6% | -11.6% | +4.7% |
| 6M | +79.5% | +9.2% | +70.2% | +75.0% |
| YTD | +59.8% | -11.8% | +71.6% | +62.8% |
| 1Y | +121.7% | -32.7% | +154.4% | +141.3% |
| All | +216.6% | +60.2% | +156.4% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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