+245.0%
TWLO vs FE
+48.5%
+196.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -3.1% |
| 7D | -1.2% | +0.6% | -1.8% | -1.2% |
| 30D | -6.4% | -2.1% | -4.2% | -6.5% |
| 3M | +6.3% | +2.6% | +3.7% | +6.6% |
| 6M | +76.4% | -6.8% | +83.2% | +76.9% |
| YTD | +58.8% | +6.9% | +51.9% | +58.6% |
| 1Y | +107.1% | +11.6% | +95.5% | +106.0% |
| 3Y | +245.0% | +47.7% | +197.3% | +213.2% |
| All | +245.0% | +48.5% | +196.5% | +213.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling