+246.5%
TWLO vs FLR
+52.3%
+194.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +2.5% |
| 7D | -3.9% | -6.9% | +3.0% | -1.6% |
| 30D | -9.7% | +1.1% | -10.8% | -10.2% |
| 3M | +11.6% | +14.3% | -2.7% | +6.0% |
| 6M | +84.7% | +19.1% | +65.6% | +69.4% |
| YTD | +62.5% | +35.1% | +27.4% | +41.3% |
| 1Y | +121.7% | +29.5% | +92.2% | +94.4% |
| All | +246.5% | +52.3% | +194.1% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling