+64.3%
TWLO vs FLNC
-69.0%
+133.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.2% | -10.3% | -1.1% |
| 7D | -15.9% | -2.1% | -13.8% | -15.7% |
| 30D | -29.0% | -20.8% | -8.3% | -27.7% |
| 3M | +10.0% | -61.3% | +71.4% | +19.4% |
| 6M | +12.6% | -50.9% | +63.4% | +21.1% |
| YTD | +50.1% | -69.4% | +119.5% | +63.2% |
| 1Y | +64.3% | -68.4% | +132.7% | +74.3% |
| All | +64.3% | -69.0% | +133.2% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling