+580.0%
TWLO vs FIVE
+562.8%
+17.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +0.2% | +7.3% | -7.1% | -2.3% |
| 30D | -26.0% | +18.1% | -44.1% | -30.3% |
| 3M | -14.3% | +7.7% | -22.0% | -17.3% |
| 6M | +6.2% | +13.6% | -7.4% | -0.4% |
| YTD | +50.6% | +34.6% | +16.0% | +31.6% |
| 1Y | +64.0% | +66.2% | -2.2% | +32.3% |
| 3Y | +264.1% | +43.5% | +220.6% | +184.1% |
| 5Y | -27.9% | +20.7% | -48.6% | -41.9% |
| 10Y | +580.0% | +541.5% | +38.6% | +304.7% |
| All | +580.0% | +562.8% | +17.3% | +304.7% |
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