-36.0%
TWLO vs FIVE
+38.7%
-74.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.3% |
| 7D | -1.2% | +3.7% | -4.9% | -2.7% |
| 30D | -6.4% | +4.0% | -10.3% | -8.4% |
| 3M | +6.3% | +36.2% | -30.0% | -6.5% |
| 6M | +76.4% | +18.0% | +58.4% | +61.5% |
| YTD | +58.8% | +34.9% | +23.9% | +37.0% |
| 1Y | +107.1% | +67.9% | +39.2% | +61.9% |
| 3Y | +245.0% | +57.3% | +187.7% | +155.1% |
| 5Y | -36.0% | +39.5% | -75.5% | -51.6% |
| All | -36.0% | +38.7% | -74.6% | -51.6% |
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