+709.2%
TWLO vs FIVE
+449.8%
+259.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.1% | -8.2% | -4.9% |
| 7D | -2.0% | +4.3% | -6.3% | -3.6% |
| 30D | +20.6% | +12.5% | +8.1% | +15.4% |
| 3M | -1.5% | +31.2% | -32.8% | -11.0% |
| 6M | +89.4% | +14.4% | +75.1% | +77.1% |
| YTD | +63.8% | +33.9% | +29.9% | +44.3% |
| 1Y | +119.7% | +65.1% | +54.7% | +78.5% |
| 3Y | +256.1% | +49.0% | +207.2% | +174.9% |
| 5Y | -36.6% | +30.3% | -66.9% | -49.8% |
| 10Y | +304.3% | +481.1% | -176.8% | +135.1% |
| All | +709.2% | +449.8% | +259.4% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling