+595.4%
TWLO vs FICO
+544.1%
+51.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +2.8% | +4.0% | -1.2% | +0.8% |
| 30D | -22.4% | -1.5% | -20.8% | -22.7% |
| 3M | -14.2% | -29.8% | +15.5% | -4.2% |
| 6M | +10.5% | -33.3% | +43.8% | +22.1% |
| YTD | +54.3% | -56.9% | +111.2% | +115.3% |
| 1Y | +68.0% | -59.5% | +127.5% | +142.6% |
| 3Y | +273.0% | -26.9% | +299.9% | +219.1% |
| 5Y | -26.3% | +92.9% | -119.3% | -70.4% |
| 10Y | +595.4% | +539.5% | +55.9% | +5.2% |
| All | +595.4% | +544.1% | +51.3% | +5.2% |
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