+709.2%
TWLO vs FDS
+110.9%
+598.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -0.9% |
| 7D | -2.0% | -1.9% | -0.1% | -0.8% |
| 30D | +20.6% | +9.0% | +11.6% | +14.4% |
| 3M | -1.5% | +18.9% | -20.4% | -13.3% |
| 6M | +89.4% | +35.1% | +54.3% | +52.5% |
| YTD | +63.8% | +5.5% | +58.3% | +54.1% |
| 1Y | +119.7% | -16.8% | +136.5% | +137.3% |
| 3Y | +256.1% | -28.1% | +284.2% | +320.3% |
| 5Y | -36.6% | -17.4% | -19.1% | -31.5% |
| 10Y | +304.3% | +85.4% | +218.9% | +159.1% |
| All | +709.2% | +110.9% | +598.3% | +324.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling