-32.5%
TWLO vs FITB
+68.4%
-100.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -3.9% | -1.0% | -2.9% | -3.4% |
| 30D | -9.7% | -5.5% | -4.2% | -7.1% |
| 3M | +11.6% | +4.1% | +7.5% | +9.0% |
| 6M | +84.7% | +18.7% | +66.0% | +67.0% |
| YTD | +62.5% | +18.2% | +44.3% | +45.8% |
| 1Y | +121.7% | +23.7% | +98.0% | +93.2% |
| 3Y | +253.0% | +130.8% | +122.2% | +111.1% |
| 5Y | -32.5% | +69.8% | -102.3% | -49.8% |
| All | -32.5% | +68.4% | -100.9% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling