+240.8%
TWLO vs FLNC
-62.9%
+303.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.9% |
| 7D | -2.4% | -4.1% | +1.6% | -2.1% |
| 30D | -7.8% | -24.8% | +17.0% | -4.9% |
| 3M | +10.0% | -59.1% | +69.1% | +21.0% |
| 6M | +79.5% | -42.0% | +121.4% | +85.1% |
| YTD | +59.8% | -49.8% | +109.6% | +64.2% |
| 1Y | +121.7% | +43.1% | +78.6% | +90.9% |
| 3Y | +240.8% | -61.0% | +301.8% | +216.4% |
| All | +240.8% | -62.9% | +303.7% | +216.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling