+64.3%
TWLO vs FIS
-50.5%
+114.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -23.7% | +23.5% | +4.6% |
| 7D | -15.9% | -18.4% | +2.6% | -14.0% |
| 30D | -29.0% | -11.4% | -17.7% | -30.1% |
| 3M | +10.0% | -32.0% | +42.0% | +21.8% |
| 6M | +12.6% | -35.6% | +48.2% | +28.1% |
| YTD | +50.1% | -53.8% | +103.9% | +101.6% |
| 1Y | +64.3% | -51.1% | +115.3% | +112.5% |
| All | +64.3% | -50.5% | +114.8% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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