+307.6%
TWLO vs FIS
-39.9%
+347.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.1% |
| 7D | -3.9% | -8.9% | +5.0% | +1.1% |
| 30D | -9.7% | -9.9% | +0.2% | -4.4% |
| 3M | +11.6% | 0.0% | +11.6% | +10.3% |
| 6M | +84.7% | -22.9% | +107.6% | +110.4% |
| YTD | +62.5% | -40.9% | +103.4% | +115.1% |
| 1Y | +121.7% | -40.4% | +162.1% | +191.3% |
| 3Y | +253.0% | -25.4% | +278.3% | +288.3% |
| 5Y | -32.5% | -64.8% | +32.3% | +15.9% |
| All | +307.6% | -39.9% | +347.5% | +269.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling