+240.6%
TWLO vs FIS
-26.4%
+267.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +2.0% |
| 7D | +0.2% | -9.1% | +9.3% | +4.1% |
| 30D | -9.1% | -10.4% | +1.3% | -5.0% |
| 3M | +11.0% | -3.7% | +14.7% | +11.7% |
| 6M | +79.4% | -24.8% | +104.1% | +99.7% |
| YTD | +59.7% | -41.6% | +101.3% | +95.6% |
| 1Y | +112.3% | -42.7% | +155.1% | +161.6% |
| All | +240.6% | -26.4% | +267.0% | +225.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling