+709.2%
TWLO vs FIS
-31.6%
+740.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.6% |
| 7D | -2.0% | +1.1% | -3.1% | -2.6% |
| 30D | +20.6% | -2.2% | +22.8% | +22.0% |
| 3M | -1.5% | +2.1% | -3.7% | -3.7% |
| 6M | +89.4% | -14.7% | +104.1% | +104.4% |
| YTD | +63.8% | -35.7% | +99.5% | +107.8% |
| 1Y | +119.7% | -37.1% | +156.8% | +181.3% |
| 3Y | +256.1% | -20.0% | +276.1% | +277.4% |
| 5Y | -36.6% | -62.1% | +25.6% | +5.4% |
| 10Y | +304.3% | -37.4% | +341.7% | +248.7% |
| All | +709.2% | -31.6% | +740.8% | +522.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling