+305.7%
TWLO vs FE
+110.4%
+195.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -9.1% | -1.2% | -8.0% | -9.0% |
| 3M | +11.0% | +1.7% | +9.3% | +10.5% |
| 6M | +79.4% | -7.5% | +86.8% | +81.8% |
| YTD | +59.7% | +6.3% | +53.4% | +56.6% |
| 1Y | +112.3% | +10.9% | +101.5% | +105.7% |
| 3Y | +247.0% | +46.9% | +200.0% | +209.2% |
| 5Y | -35.6% | +47.6% | -83.2% | -43.1% |
| 10Y | +305.7% | +114.5% | +191.2% | +271.5% |
| All | +305.7% | +110.4% | +195.3% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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