+13.7%
TWLO vs FGI
-74.8%
+88.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -25.2% | +24.7% | +0.2% |
| 7D | +4.5% | -14.4% | +19.0% | +4.9% |
| 30D | -22.1% | -11.8% | -10.3% | -22.0% |
| 3M | -15.3% | -46.2% | +30.9% | -14.2% |
| 6M | +9.7% | +5.2% | +4.5% | +7.4% |
| YTD | +48.5% | +10.5% | +38.0% | +43.4% |
| 1Y | +70.3% | +25.5% | +44.8% | +63.2% |
| 3Y | +261.4% | -16.0% | +277.4% | +241.0% |
| All | +13.7% | -74.8% | +88.5% | +16.6% |
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