+121.7%
TWLO vs FITB
+24.5%
+97.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -3.9% | -1.0% | -2.9% | -3.8% |
| 30D | -9.7% | -5.5% | -4.2% | -9.3% |
| 3M | +11.6% | +4.1% | +7.5% | +11.5% |
| 6M | +84.7% | +18.7% | +66.0% | +80.2% |
| YTD | +62.5% | +18.2% | +44.3% | +56.5% |
| 1Y | +121.7% | +23.7% | +98.0% | +110.3% |
| All | +121.7% | +24.5% | +97.2% | +110.3% |
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