+709.2%
TWLO vs FFIV
+227.8%
+481.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.8% |
| 7D | -2.0% | -1.0% | -1.1% | -1.4% |
| 30D | +20.6% | -5.1% | +25.6% | +24.2% |
| 3M | -1.5% | -4.5% | +2.9% | +0.6% |
| 6M | +89.4% | +36.5% | +53.0% | +52.2% |
| YTD | +63.8% | +53.0% | +10.8% | +21.0% |
| 1Y | +119.7% | +24.2% | +95.5% | +84.4% |
| 3Y | +256.1% | +137.2% | +118.9% | +86.8% |
| 5Y | -36.6% | +91.8% | -128.3% | -61.6% |
| 10Y | +304.3% | +215.2% | +89.2% | +90.7% |
| All | +709.2% | +227.8% | +481.4% | +273.8% |
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