+633.6%
TWLO vs FDS
+132.4%
+501.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +4.5% | +1.5% | +3.1% | +3.7% |
| 30D | -22.1% | +14.8% | -36.9% | -29.2% |
| 3M | -15.3% | +16.3% | -31.6% | -24.5% |
| 6M | +9.7% | +66.2% | -56.6% | -23.5% |
| YTD | +48.5% | +16.2% | +32.3% | +29.2% |
| 1Y | +70.3% | +21.8% | +48.5% | +42.7% |
| 3Y | +261.4% | -23.9% | +285.3% | +306.0% |
| 5Y | -30.6% | -23.1% | -7.4% | -22.5% |
| 10Y | +569.2% | +128.7% | +440.5% | +255.2% |
| All | +633.6% | +132.4% | +501.3% | +255.9% |
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 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