+598.0%
TWLO vs FICO
+528.1%
+69.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.3% |
| 7D | -16.9% | -0.3% | -16.7% | -16.9% |
| 30D | -28.3% | +1.7% | -30.1% | -30.5% |
| 3M | +4.0% | -35.2% | +39.2% | +21.2% |
| 6M | +2.8% | -33.7% | +36.4% | +13.4% |
| YTD | +41.3% | -58.2% | +99.4% | +99.5% |
| 1Y | +52.9% | -56.6% | +109.5% | +109.5% |
| 3Y | +271.5% | -24.0% | +295.4% | +209.2% |
| 5Y | -35.3% | +86.1% | -121.4% | -72.9% |
| 10Y | +536.6% | +522.8% | +13.8% | +11.6% |
| All | +598.0% | +528.1% | +69.9% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling