+121.5%
TWLO vs FIGR
+5.9%
+115.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +0.2% | +14.9% | -14.7% | -0.9% |
| 30D | -9.1% | +32.3% | -41.4% | -11.4% |
| 3M | +11.0% | +34.8% | -23.8% | +7.6% |
| 6M | +79.4% | +16.8% | +62.6% | +75.3% |
| YTD | +59.7% | -6.7% | +66.4% | +57.7% |
| All | +121.5% | +5.9% | +115.6% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling