+246.5%
TWLO vs FHN
+130.7%
+115.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -3.9% | -0.8% | -3.1% | -3.5% |
| 30D | -9.7% | -2.6% | -7.1% | -8.6% |
| 3M | +11.6% | +0.8% | +10.8% | +11.0% |
| 6M | +84.7% | +9.2% | +75.5% | +76.0% |
| YTD | +62.5% | +5.1% | +57.4% | +56.7% |
| 1Y | +121.7% | +12.2% | +109.5% | +106.3% |
| All | +246.5% | +130.7% | +115.8% | +123.8% |
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