+662.3%
TWLO vs FFIV
+168.6%
+493.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.9% |
| 7D | +2.8% | -2.9% | +5.7% | +4.9% |
| 30D | -22.4% | -32.4% | +10.1% | -1.6% |
| 3M | -14.2% | -22.7% | +8.5% | -0.9% |
| 6M | +10.5% | -10.7% | +21.2% | +15.3% |
| YTD | +54.3% | +25.4% | +28.9% | +26.9% |
| 1Y | +68.0% | +34.2% | +33.8% | +31.5% |
| 3Y | +273.0% | +101.2% | +171.8% | +112.6% |
| 5Y | -26.3% | +42.0% | -68.3% | -47.2% |
| 10Y | +595.4% | +126.7% | +468.7% | +281.7% |
| All | +662.3% | +168.6% | +493.7% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling