+580.0%
TWLO vs FICO
+535.6%
+44.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.2% |
| 7D | +0.2% | +0.9% | -0.7% | -0.3% |
| 30D | -26.0% | +9.4% | -35.4% | -30.7% |
| 3M | -14.3% | -30.4% | +16.1% | -3.8% |
| 6M | +6.2% | -35.1% | +41.3% | +19.3% |
| YTD | +50.6% | -56.8% | +107.4% | +109.8% |
| 1Y | +64.0% | -58.4% | +122.4% | +133.0% |
| 3Y | +264.1% | -26.7% | +290.7% | +211.0% |
| 5Y | -27.9% | +88.0% | -116.0% | -70.5% |
| 10Y | +580.0% | +545.7% | +34.3% | +2.9% |
| All | +580.0% | +535.6% | +44.5% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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