-35.6%
TWLO vs FDX
+63.0%
-98.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +1.3% |
| 7D | +0.2% | -2.3% | +2.5% | +1.3% |
| 30D | -9.1% | -4.9% | -4.3% | -7.2% |
| 3M | +11.0% | -6.5% | +17.4% | +13.6% |
| 6M | +79.4% | +6.7% | +72.7% | +70.8% |
| YTD | +59.7% | +33.9% | +25.8% | +34.7% |
| 1Y | +112.3% | +72.2% | +40.2% | +57.4% |
| 3Y | +247.0% | +60.2% | +186.7% | +149.7% |
| 5Y | -35.6% | +62.9% | -98.5% | -58.0% |
| All | -35.6% | +63.0% | -98.6% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling