+119.7%
TWLO vs FDS
-17.4%
+137.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -1.7% |
| 7D | -2.0% | -1.9% | -0.1% | -1.2% |
| 30D | +20.6% | +9.0% | +11.6% | +16.6% |
| 3M | -1.5% | +18.9% | -20.4% | -8.2% |
| 6M | +89.4% | +35.1% | +54.3% | +68.1% |
| YTD | +63.8% | +5.5% | +58.3% | +48.6% |
| 1Y | +119.7% | -16.8% | +136.5% | +86.9% |
| All | +119.7% | -17.4% | +137.1% | +86.9% |
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