+601.7%
TWLO vs FE
+116.7%
+485.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -1.5% | 0.0% | -1.4% | -1.5% |
| 30D | -26.0% | +5.2% | -31.2% | -26.9% |
| 3M | +4.6% | 0.0% | +4.6% | +4.4% |
| 6M | +5.5% | +5.0% | +0.5% | +4.0% |
| YTD | +42.0% | +7.9% | +34.1% | +38.4% |
| 1Y | +58.5% | +6.3% | +52.1% | +54.9% |
| 3Y | +279.7% | +46.0% | +233.6% | +237.0% |
| 5Y | -35.0% | +45.6% | -80.6% | -42.7% |
| 10Y | +539.9% | +109.3% | +430.6% | +458.4% |
| All | +601.7% | +116.7% | +485.0% | +448.0% |
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