+64.3%
TWLO vs FIVE
+63.3%
+1.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.8% | -0.8% |
| 7D | -15.9% | +7.5% | -23.3% | -16.4% |
| 30D | -29.0% | +16.7% | -45.8% | -30.1% |
| 3M | +10.0% | +13.4% | -3.3% | +7.9% |
| 6M | +12.6% | +9.0% | +3.5% | +10.6% |
| YTD | +50.1% | +33.8% | +16.3% | +43.8% |
| 1Y | +64.3% | +61.2% | +3.1% | +48.8% |
| All | +64.3% | +63.3% | +1.0% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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