+293.2%
TWLO vs FICO
+607.5%
-314.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | -1.2% | -15.4% | +14.2% | +7.5% |
| 30D | -6.4% | -10.4% | +4.0% | -2.0% |
| 3M | +6.3% | -22.7% | +29.0% | +17.7% |
| 6M | +76.4% | -36.8% | +113.2% | +112.9% |
| YTD | +58.8% | -44.8% | +103.6% | +107.1% |
| 1Y | +107.1% | -39.3% | +146.4% | +145.9% |
| 3Y | +245.0% | +3.7% | +241.2% | +155.0% |
| 5Y | -36.0% | +101.7% | -137.7% | -71.9% |
| 10Y | +293.2% | +602.8% | -309.6% | -37.0% |
| All | +293.2% | +607.5% | -314.4% | -37.0% |
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