-32.5%
TWLO vs FFIV
+95.0%
-127.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.9% |
| 7D | -3.9% | +1.6% | -5.5% | -5.1% |
| 30D | -9.7% | -3.7% | -5.9% | -7.3% |
| 3M | +11.6% | +2.0% | +9.6% | +8.6% |
| 6M | +84.7% | +39.3% | +45.4% | +41.5% |
| YTD | +62.5% | +56.1% | +6.4% | +12.9% |
| 1Y | +121.7% | +22.0% | +99.7% | +84.7% |
| 3Y | +253.0% | +148.2% | +104.8% | +50.8% |
| 5Y | -32.5% | +96.3% | -128.8% | -64.0% |
| All | -32.5% | +95.0% | -127.5% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling