-30.6%
TWLO vs FIVE
+16.7%
-47.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.5% | +2.7% | +1.9% | +3.5% |
| 30D | -22.1% | +12.7% | -34.8% | -25.7% |
| 3M | -15.3% | +2.1% | -17.4% | -16.9% |
| 6M | +9.7% | +17.5% | -7.8% | +0.7% |
| YTD | +48.5% | +31.0% | +17.5% | +28.8% |
| 1Y | +70.3% | +67.7% | +2.6% | +32.7% |
| 3Y | +261.4% | +43.4% | +218.0% | +182.0% |
| All | -30.6% | +16.7% | -47.4% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling