+261.4%
TWLO vs FITB
+144.0%
+117.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +4.5% | +2.8% | +1.8% | +3.4% |
| 30D | -22.1% | +9.8% | -31.9% | -24.9% |
| 3M | -15.3% | -5.2% | -10.2% | -13.5% |
| 6M | +9.7% | +17.3% | -7.7% | +1.8% |
| YTD | +48.5% | +19.3% | +29.2% | +34.3% |
| 1Y | +70.3% | +32.7% | +37.6% | +45.3% |
| 3Y | +261.4% | +141.6% | +119.8% | +124.7% |
| All | +261.4% | +144.0% | +117.4% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling