+240.6%
TWLO vs FDS
-32.7%
+273.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +2.2% |
| 7D | +0.2% | -8.8% | +9.0% | +4.8% |
| 30D | -9.1% | -1.4% | -7.8% | -8.7% |
| 3M | +11.0% | +13.9% | -2.9% | +3.3% |
| 6M | +79.4% | +27.4% | +52.0% | +58.1% |
| YTD | +59.7% | -2.5% | +62.2% | +58.1% |
| 1Y | +112.3% | -23.8% | +136.1% | +138.1% |
| All | +240.6% | -32.7% | +273.3% | +301.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling