+22.3%
TWLO vs FGI
-69.1%
+91.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.5% |
| 7D | +0.2% | +14.7% | -14.5% | -0.2% |
| 30D | -9.1% | +67.0% | -76.1% | -11.6% |
| 3M | +11.0% | +31.0% | -20.0% | +8.6% |
| 6M | +79.4% | +126.8% | -47.4% | +70.4% |
| YTD | +59.7% | +35.6% | +24.1% | +53.7% |
| 1Y | +112.3% | +108.9% | +3.4% | +97.7% |
| 3Y | +247.0% | -0.3% | +247.2% | +227.0% |
| All | +22.3% | -69.1% | +91.3% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling