+68.0%
TWLO vs FGI
+50.2%
+17.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.4% | +2.3% |
| 7D | +2.8% | +6.9% | -4.1% | +2.6% |
| 30D | -22.4% | +3.9% | -26.3% | -22.5% |
| 3M | -14.2% | +74.3% | -88.5% | -16.8% |
| 6M | +10.5% | +28.9% | -18.4% | +8.4% |
| YTD | +54.3% | +39.1% | +15.2% | +47.2% |
| 1Y | +68.0% | +49.3% | +18.7% | +57.9% |
| All | +68.0% | +50.2% | +17.8% | +57.9% |
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