+572.9%
TWLO vs FFIV
+118.6%
+454.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +1.3% |
| 7D | +4.5% | -0.5% | +5.1% | +4.9% |
| 30D | -22.1% | -32.4% | +10.3% | -1.0% |
| 3M | -15.3% | -25.7% | +10.4% | +0.7% |
| 6M | +9.7% | -13.5% | +23.2% | +16.8% |
| YTD | +48.5% | +21.1% | +27.4% | +24.3% |
| 1Y | +70.3% | +29.4% | +40.9% | +35.8% |
| 3Y | +261.4% | +94.9% | +166.5% | +107.3% |
| 5Y | -30.6% | +34.7% | -65.3% | -49.0% |
| All | +572.9% | +118.6% | +454.3% | +270.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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