+633.6%
TWLO vs FDX
+200.4%
+433.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.1% |
| 7D | +4.5% | +5.2% | -0.6% | +2.4% |
| 30D | -22.1% | +11.3% | -33.4% | -25.7% |
| 3M | -15.3% | -4.1% | -11.2% | -14.3% |
| 6M | +9.7% | +9.6% | 0.0% | +4.2% |
| YTD | +48.5% | +40.9% | +7.6% | +23.5% |
| 1Y | +70.3% | +53.0% | +17.3% | +36.3% |
| 3Y | +261.4% | +74.1% | +187.3% | +160.8% |
| 5Y | -30.6% | +75.1% | -105.7% | -51.4% |
| 10Y | +569.2% | +156.9% | +412.3% | +269.2% |
| All | +633.6% | +200.4% | +433.2% | +242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling