-35.6%
TWLO vs FIS
-66.7%
+31.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +2.3% |
| 7D | +0.2% | -9.1% | +9.3% | +5.0% |
| 30D | -9.1% | -10.4% | +1.3% | -4.2% |
| 3M | +11.0% | -3.7% | +14.7% | +11.9% |
| 6M | +79.4% | -24.8% | +104.1% | +104.1% |
| YTD | +59.7% | -41.6% | +101.3% | +106.1% |
| 1Y | +112.3% | -42.7% | +155.1% | +176.1% |
| 3Y | +247.0% | -26.2% | +273.2% | +278.2% |
| 5Y | -35.6% | -66.1% | +30.6% | +11.4% |
| All | -35.6% | -66.7% | +31.2% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling