+709.2%
TWLO vs FITB
+319.1%
+390.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | +20.6% | -4.7% | +25.3% | +22.6% |
| 3M | -1.5% | +6.7% | -8.2% | -3.9% |
| 6M | +89.4% | +12.6% | +76.9% | +80.6% |
| YTD | +63.8% | +19.1% | +44.7% | +52.3% |
| 1Y | +119.7% | +22.6% | +97.1% | +101.9% |
| 3Y | +256.1% | +127.1% | +129.0% | +163.3% |
| 5Y | -36.6% | +71.8% | -108.4% | -49.0% |
| 10Y | +304.3% | +287.2% | +17.2% | +109.7% |
| All | +709.2% | +319.1% | +390.2% | +299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling