+709.2%
TWLO vs FE
+116.1%
+593.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -2.0% | +1.9% | -4.0% | -2.4% |
| 30D | +20.6% | -1.2% | +21.7% | +20.9% |
| 3M | -1.5% | +3.5% | -5.0% | -2.4% |
| 6M | +89.4% | -6.1% | +95.5% | +91.4% |
| YTD | +63.8% | +7.6% | +56.2% | +60.0% |
| 1Y | +119.7% | +11.9% | +107.8% | +112.2% |
| 3Y | +256.1% | +48.4% | +207.7% | +215.0% |
| 5Y | -36.6% | +44.8% | -81.4% | -44.0% |
| 10Y | +304.3% | +115.9% | +188.5% | +246.5% |
| All | +709.2% | +116.1% | +593.1% | +533.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling