+709.2%
TWLO vs FHN
+152.1%
+557.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -2.0% | +1.2% | -3.2% | -2.3% |
| 30D | +20.6% | -4.7% | +25.3% | +22.0% |
| 3M | -1.5% | +3.5% | -5.1% | -2.5% |
| 6M | +89.4% | +7.8% | +81.6% | +85.2% |
| YTD | +63.8% | +5.9% | +57.9% | +60.6% |
| 1Y | +119.7% | +12.5% | +107.3% | +112.0% |
| 3Y | +256.1% | +117.2% | +138.9% | +194.6% |
| 5Y | -36.6% | +86.5% | -123.1% | -47.1% |
| 10Y | +304.3% | +125.7% | +178.6% | +187.3% |
| All | +709.2% | +152.1% | +557.1% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling