-26.3%
TWLO vs FFIV
+41.1%
-67.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.9% |
| 7D | +2.8% | -2.9% | +5.7% | +5.1% |
| 30D | -22.4% | -32.4% | +10.1% | +0.5% |
| 3M | -14.2% | -22.7% | +8.5% | 0.0% |
| 6M | +10.5% | -10.7% | +21.2% | +14.4% |
| YTD | +54.3% | +25.4% | +28.9% | +21.0% |
| 1Y | +68.0% | +34.2% | +33.8% | +24.2% |
| 3Y | +273.0% | +101.2% | +171.8% | +75.3% |
| 5Y | -26.3% | +42.0% | -68.3% | -54.0% |
| All | -26.3% | +41.1% | -67.5% | -54.0% |
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