+261.4%
TWLO vs FHN
+131.2%
+130.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +4.5% | +2.1% | +2.4% | +3.6% |
| 30D | -22.1% | +3.8% | -25.9% | -23.2% |
| 3M | -15.3% | -8.9% | -6.4% | -11.9% |
| 6M | +9.7% | +1.8% | +7.8% | +8.0% |
| YTD | +48.5% | +0.6% | +47.9% | +45.9% |
| 1Y | +70.3% | +12.9% | +57.4% | +57.8% |
| 3Y | +261.4% | +126.4% | +135.0% | +148.5% |
| All | +261.4% | +131.2% | +130.2% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling