+125.4%
TWLO vs FHN
+12.1%
+113.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -3.9% | -0.8% | -3.1% | -3.7% |
| 30D | -9.7% | -2.6% | -7.1% | -9.0% |
| 3M | +11.6% | +0.8% | +10.8% | +11.3% |
| 6M | +84.7% | +9.2% | +75.5% | +77.6% |
| YTD | +62.5% | +5.1% | +57.4% | +57.5% |
| All | +125.4% | +12.1% | +113.3% | +103.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling