+240.6%
TWLO vs FFIV
+151.3%
+89.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -1.5% |
| 7D | +0.2% | +3.5% | -3.3% | -1.7% |
| 30D | -9.1% | -1.3% | -7.8% | -8.6% |
| 3M | +11.0% | +2.4% | +8.6% | +8.7% |
| 6M | +79.4% | +41.8% | +37.6% | +46.6% |
| YTD | +59.7% | +58.5% | +1.2% | +22.4% |
| 1Y | +112.3% | +24.3% | +88.0% | +86.1% |
| All | +240.6% | +151.3% | +89.3% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling