+644.0%
TWLO vs FE
+116.9%
+527.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -26.0% | +4.3% | -30.3% | -26.7% |
| 3M | -14.3% | +0.4% | -14.7% | -14.6% |
| 6M | +6.2% | +6.9% | -0.7% | +4.2% |
| YTD | +50.6% | +8.0% | +42.6% | +46.7% |
| 1Y | +64.0% | +4.8% | +59.2% | +60.9% |
| 3Y | +264.1% | +49.0% | +215.1% | +221.4% |
| 5Y | -27.9% | +46.2% | -74.2% | -36.6% |
| 10Y | +580.0% | +120.9% | +459.2% | +482.0% |
| All | +644.0% | +116.9% | +527.1% | +480.9% |
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