+301.0%
TWLO vs FDX
+182.5%
+118.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -2.4% | -3.3% | +0.8% | -1.0% |
| 30D | -7.8% | -4.5% | -3.3% | -6.0% |
| 3M | +10.0% | -7.3% | +17.4% | +13.2% |
| 6M | +79.5% | +7.5% | +71.9% | +70.9% |
| YTD | +59.8% | +35.1% | +24.7% | +36.3% |
| 1Y | +121.7% | +71.4% | +50.3% | +69.4% |
| 3Y | +240.8% | +60.8% | +180.0% | +156.8% |
| 5Y | -33.6% | +65.5% | -99.1% | -52.1% |
| All | +301.0% | +182.5% | +118.5% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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