+245.0%
TWLO vs FDX
+62.0%
+182.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.4% |
| 7D | -1.2% | -3.3% | +2.1% | -0.3% |
| 30D | -6.4% | -1.4% | -5.0% | -6.0% |
| 3M | +6.3% | -4.5% | +10.8% | +7.3% |
| 6M | +76.4% | +9.4% | +67.0% | +69.7% |
| YTD | +58.8% | +36.0% | +22.8% | +40.7% |
| 1Y | +107.1% | +75.5% | +31.6% | +66.9% |
| 3Y | +245.0% | +62.8% | +182.2% | +160.3% |
| All | +245.0% | +62.0% | +182.9% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling