+305.7%
TWLO vs FIVE
+486.0%
-180.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.5% |
| 7D | +0.2% | +1.7% | -1.5% | -0.6% |
| 30D | -9.1% | +5.0% | -14.1% | -11.2% |
| 3M | +11.0% | +29.5% | -18.5% | +0.6% |
| 6M | +79.4% | +12.4% | +67.0% | +68.6% |
| YTD | +59.7% | +31.2% | +28.5% | +41.4% |
| 1Y | +112.3% | +72.9% | +39.5% | +69.0% |
| 3Y | +247.0% | +53.0% | +193.9% | +163.5% |
| 5Y | -35.6% | +34.2% | -69.7% | -49.6% |
| 10Y | +305.7% | +497.6% | -191.9% | +144.1% |
| All | +305.7% | +486.0% | -180.3% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling