+633.6%
TWLO vs FIS
-51.2%
+684.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.6% | -2.6% |
| 7D | +4.5% | +2.8% | +1.7% | +2.8% |
| 30D | -22.1% | -16.7% | -5.4% | -17.7% |
| 3M | -15.3% | -32.3% | +17.0% | 0.0% |
| 6M | +9.7% | -29.1% | +38.7% | +24.7% |
| YTD | +48.5% | -54.1% | +102.6% | +115.9% |
| 1Y | +70.3% | -53.7% | +124.1% | +146.2% |
| 3Y | +261.4% | -38.8% | +300.3% | +321.3% |
| 5Y | -30.6% | -71.1% | +40.5% | +27.0% |
| 10Y | +569.2% | -53.1% | +622.3% | +517.7% |
| All | +633.6% | -51.2% | +684.8% | +547.1% |
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