+121.7%
TWLO vs FIGR
-3.1%
+124.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.3% |
| 7D | -2.4% | -3.0% | +0.6% | -2.2% |
| 30D | -7.8% | +13.7% | -21.5% | -9.0% |
| 3M | +10.0% | +23.9% | -13.8% | +7.3% |
| 6M | +79.5% | -8.4% | +87.9% | +79.1% |
| YTD | +59.8% | -14.6% | +74.5% | +58.8% |
| 1Y | +121.7% | +12.1% | +109.6% | +104.6% |
| All | +121.7% | -3.1% | +124.8% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling