+121.7%
TWLO vs FLUT
-65.2%
+186.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.1% |
| 7D | -2.4% | +0.4% | -2.9% | -2.5% |
| 30D | -7.8% | +2.5% | -10.3% | -8.7% |
| 3M | +10.0% | -9.2% | +19.3% | +12.3% |
| 6M | +79.5% | -8.2% | +87.7% | +80.9% |
| YTD | +59.8% | -53.2% | +113.1% | +94.4% |
| 1Y | +121.7% | -65.6% | +187.3% | +195.2% |
| All | +121.7% | -65.2% | +186.9% | +195.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling