+65.2%
TWLO vs FICO
-60.3%
+125.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.2% |
| 7D | +5.6% | +1.4% | +4.2% | +5.5% |
| 30D | -24.6% | -0.8% | -23.9% | -24.8% |
| 3M | -14.0% | -31.3% | +17.3% | -9.9% |
| 6M | +10.1% | -33.9% | +44.0% | +13.3% |
| YTD | +49.2% | -57.6% | +106.8% | +64.8% |
| 1Y | +65.2% | -59.7% | +124.9% | +82.9% |
| All | +65.2% | -60.3% | +125.5% | +82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling