+305.7%
TWLO vs FICO
+647.8%
-342.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.8% | -2.4% |
| 7D | +0.2% | -10.6% | +10.8% | +5.5% |
| 30D | -9.1% | -6.3% | -2.8% | -7.3% |
| 3M | +11.0% | -19.7% | +30.7% | +20.4% |
| 6M | +79.4% | -31.8% | +111.1% | +106.9% |
| YTD | +59.7% | -41.8% | +101.6% | +102.1% |
| 1Y | +112.3% | -36.4% | +148.8% | +145.5% |
| 3Y | +247.0% | +9.3% | +237.7% | +148.8% |
| 5Y | -35.6% | +113.0% | -148.6% | -72.6% |
| 10Y | +305.7% | +665.4% | -359.7% | -38.4% |
| All | +305.7% | +647.8% | -342.1% | -38.4% |
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