+64.3%
TWLO vs FIGR
-41.8%
+106.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.4% |
| 7D | -15.9% | -1.3% | -14.5% | -15.7% |
| 30D | -29.0% | -17.6% | -11.4% | -28.3% |
| 3M | +10.0% | -16.7% | +26.7% | +10.6% |
| 6M | +12.6% | -36.1% | +48.7% | +14.4% |
| YTD | +50.1% | -43.6% | +93.7% | +56.7% |
| 1Y | +64.3% | -39.8% | +104.1% | +71.2% |
| All | +64.3% | -41.8% | +106.1% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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