+64.3%
TWLO vs FLR
+2.5%
+61.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -15.9% | +1.4% | -17.2% | -16.1% |
| 30D | -29.0% | -5.9% | -23.1% | -28.2% |
| 3M | +10.0% | -7.6% | +17.6% | +10.2% |
| 6M | +12.6% | -9.3% | +21.9% | +12.8% |
| YTD | +50.1% | +20.1% | +30.0% | +45.4% |
| 1Y | +64.3% | +3.0% | +61.3% | +66.1% |
| All | +64.3% | +2.5% | +61.7% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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