+254.7%
TWLO vs FICO
+4.8%
+249.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -16.7% | +13.6% | +1.7% |
| 7D | -2.0% | -19.2% | +17.2% | +3.9% |
| 30D | +20.6% | -14.6% | +35.2% | +25.5% |
| 3M | -1.5% | -20.1% | +18.5% | +2.8% |
| 6M | +89.4% | -36.3% | +125.8% | +110.4% |
| YTD | +63.8% | -44.9% | +108.7% | +90.7% |
| 1Y | +119.7% | -38.6% | +158.4% | +141.1% |
| All | +254.7% | +4.8% | +249.9% | +207.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling