-35.6%
TWLO vs FDS
-23.5%
-12.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +2.6% |
| 7D | +0.2% | -8.8% | +9.0% | +5.9% |
| 30D | -9.1% | -1.4% | -7.8% | -8.6% |
| 3M | +11.0% | +13.9% | -2.9% | +0.7% |
| 6M | +79.4% | +27.4% | +52.0% | +50.8% |
| YTD | +59.7% | -2.5% | +62.2% | +59.1% |
| 1Y | +112.3% | -23.8% | +136.1% | +148.3% |
| 3Y | +247.0% | -32.5% | +279.4% | +334.1% |
| 5Y | -35.6% | -23.2% | -12.4% | -7.9% |
| All | -35.6% | -23.5% | -12.1% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling