+119.7%
TWLO vs FGI
+81.8%
+37.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.5% | -10.7% | -3.2% |
| 7D | -2.0% | +0.5% | -2.6% | -2.0% |
| 30D | +20.6% | +65.4% | -44.8% | +19.0% |
| 3M | -1.5% | +23.5% | -25.0% | -2.3% |
| 6M | +89.4% | +60.5% | +28.9% | +86.3% |
| YTD | +63.8% | +30.0% | +33.8% | +61.3% |
| 1Y | +119.7% | +82.1% | +37.7% | +121.4% |
| All | +119.7% | +81.8% | +37.9% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling