+307.6%
TWLO vs FDS
+66.9%
+240.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.8% | +7.6% | +5.3% |
| 7D | -3.9% | -16.0% | +12.1% | +6.7% |
| 30D | -9.7% | -6.7% | -3.0% | -6.2% |
| 3M | +11.6% | +6.0% | +5.7% | +5.3% |
| 6M | +84.7% | +25.1% | +59.6% | +55.9% |
| YTD | +62.5% | -8.1% | +70.6% | +66.2% |
| 1Y | +121.7% | -26.0% | +147.7% | +155.9% |
| 3Y | +253.0% | -36.4% | +289.4% | +346.6% |
| 5Y | -32.5% | -27.7% | -4.8% | -21.1% |
| All | +307.6% | +66.9% | +240.8% | +172.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling