+709.2%
TWLO vs FDX
+197.7%
+511.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -2.9% |
| 7D | -2.0% | -2.5% | +0.5% | -0.9% |
| 30D | +20.6% | +3.8% | +16.8% | +18.7% |
| 3M | -1.5% | -1.3% | -0.2% | -1.6% |
| 6M | +89.4% | +5.0% | +84.4% | +82.1% |
| YTD | +63.8% | +39.6% | +24.1% | +37.5% |
| 1Y | +119.7% | +81.1% | +38.6% | +63.3% |
| 3Y | +256.1% | +63.0% | +193.1% | +166.1% |
| 5Y | -36.6% | +65.6% | -102.2% | -54.5% |
| 10Y | +304.3% | +183.4% | +121.0% | +101.5% |
| All | +709.2% | +197.7% | +511.5% | +281.2% |
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