+64.3%
TWLO vs FITB
+36.9%
+27.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | -15.9% | +2.3% | -18.2% | -15.9% |
| 30D | -29.0% | +7.7% | -36.8% | -29.2% |
| 3M | +10.0% | -4.5% | +14.5% | +10.2% |
| 6M | +12.6% | +12.5% | +0.1% | +12.7% |
| YTD | +50.1% | +19.8% | +30.3% | +44.0% |
| 1Y | +64.3% | +34.1% | +30.1% | +43.8% |
| All | +64.3% | +36.9% | +27.4% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling