+709.2%
TWLO vs FICO
+727.7%
-18.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -16.7% | +13.6% | +6.2% |
| 7D | -2.0% | -19.2% | +17.2% | +9.3% |
| 30D | +20.6% | -14.6% | +35.2% | +29.6% |
| 3M | -1.5% | -20.1% | +18.5% | +6.5% |
| 6M | +89.4% | -36.3% | +125.8% | +127.4% |
| YTD | +63.8% | -44.9% | +108.7% | +113.4% |
| 1Y | +119.7% | -38.6% | +158.4% | +158.8% |
| 3Y | +256.1% | +4.0% | +252.1% | +164.3% |
| 5Y | -36.6% | +99.5% | -136.1% | -71.5% |
| 10Y | +304.3% | +604.7% | -300.3% | -31.5% |
| All | +709.2% | +727.7% | -18.5% | +29.3% |
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