-32.3%
TWLO vs FLR
+238.1%
-270.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.0% |
| 7D | -2.4% | -3.5% | +1.1% | -1.4% |
| 30D | -7.8% | +4.2% | -12.0% | -9.2% |
| 3M | +10.0% | +8.1% | +2.0% | +6.8% |
| 6M | +79.5% | +21.5% | +57.9% | +65.2% |
| YTD | +59.8% | +36.8% | +23.1% | +40.8% |
| 1Y | +121.7% | +31.2% | +90.5% | +96.9% |
| 3Y | +240.8% | +53.9% | +186.9% | +173.9% |
| All | -32.3% | +238.1% | -270.5% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling