+64.3%
TWLO vs FDS
+31.1%
+33.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.3% |
| 7D | -15.9% | +9.4% | -25.3% | -19.2% |
| 30D | -29.0% | +23.8% | -52.8% | -35.7% |
| 3M | +10.0% | +25.1% | -15.1% | -1.2% |
| 6M | +12.6% | +53.8% | -41.2% | -8.8% |
| YTD | +50.1% | +19.6% | +30.5% | +31.0% |
| 1Y | +64.3% | +31.6% | +32.6% | +41.0% |
| All | +64.3% | +31.1% | +33.1% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling