+684.6%
TWLO vs FLR
+17.6%
+667.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.2% |
| 7D | -1.2% | +0.7% | -1.9% | -1.3% |
| 30D | -6.4% | -0.7% | -5.7% | -6.5% |
| 3M | +6.3% | +14.3% | -8.1% | +3.3% |
| 6M | +76.4% | +25.6% | +50.8% | +67.1% |
| YTD | +58.8% | +42.9% | +15.9% | +46.4% |
| 1Y | +107.1% | +38.7% | +68.3% | +91.5% |
| 3Y | +245.0% | +61.8% | +183.2% | +206.0% |
| 5Y | -36.0% | +254.1% | -290.1% | -50.2% |
| 10Y | +293.2% | +20.0% | +273.1% | +252.5% |
| All | +684.6% | +17.6% | +667.0% | +626.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling