+576.0%
TWLO vs FLUT
-26.1%
+602.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.4% |
| 7D | +5.6% | -1.2% | +6.8% | +5.9% |
| 30D | -24.6% | +5.0% | -29.6% | -25.7% |
| 3M | -14.0% | -16.4% | +2.5% | -11.5% |
| 6M | +10.1% | -14.6% | +24.7% | +12.1% |
| YTD | +49.2% | -61.9% | +111.1% | +81.7% |
| 1Y | +65.2% | -65.0% | +130.3% | +104.9% |
| 3Y | +260.7% | -44.8% | +305.5% | +305.3% |
| 5Y | -30.2% | -49.9% | +19.7% | -24.0% |
| All | +576.0% | -26.1% | +602.1% | +666.6% |
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