+307.6%
TWLO vs FLUT
-11.0%
+318.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -3.9% | -3.6% | -0.3% | -3.1% |
| 30D | -9.7% | -0.3% | -9.4% | -10.0% |
| 3M | +11.6% | -12.6% | +24.2% | +14.3% |
| 6M | +84.7% | -8.0% | +92.7% | +86.1% |
| YTD | +62.5% | -54.1% | +116.6% | +91.4% |
| 1Y | +121.7% | -66.1% | +187.8% | +179.2% |
| 3Y | +253.0% | -45.0% | +298.0% | +296.8% |
| 5Y | -32.5% | -51.2% | +18.7% | -27.5% |
| All | +307.6% | -11.0% | +318.6% | +341.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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