+301.0%
TWLO vs FLR
+19.7%
+281.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | -2.4% | -3.5% | +1.1% | -1.8% |
| 30D | -7.8% | +4.2% | -12.0% | -8.6% |
| 3M | +10.0% | +8.1% | +2.0% | +8.2% |
| 6M | +79.5% | +21.5% | +57.9% | +71.2% |
| YTD | +59.8% | +36.8% | +23.1% | +48.7% |
| 1Y | +121.7% | +31.2% | +90.5% | +107.4% |
| 3Y | +240.8% | +53.9% | +186.9% | +205.8% |
| 5Y | -33.6% | +243.0% | -276.6% | -47.6% |
| All | +301.0% | +19.7% | +281.2% | +251.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling