+307.6%
TWLO vs FHN
+129.4%
+178.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -3.9% | -0.8% | -3.1% | -3.7% |
| 30D | -9.7% | -2.6% | -7.1% | -9.1% |
| 3M | +11.6% | +0.8% | +10.8% | +11.3% |
| 6M | +84.7% | +9.2% | +75.5% | +80.3% |
| YTD | +62.5% | +5.1% | +57.4% | +59.7% |
| 1Y | +121.7% | +12.2% | +109.5% | +114.4% |
| 3Y | +253.0% | +132.4% | +120.6% | +191.2% |
| 5Y | -32.5% | +91.1% | -123.6% | -43.4% |
| All | +307.6% | +129.4% | +178.2% | +225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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