+263.1%
TWLO vs FLUT
-45.4%
+308.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.2% |
| 7D | +5.6% | -1.2% | +6.8% | +6.0% |
| 30D | -24.6% | +5.0% | -29.6% | -26.0% |
| 3M | -14.0% | -16.4% | +2.5% | -10.6% |
| 6M | +10.1% | -14.6% | +24.7% | +12.5% |
| YTD | +49.2% | -61.9% | +111.1% | +100.1% |
| 1Y | +65.2% | -65.0% | +130.3% | +127.8% |
| All | +263.1% | -45.4% | +308.5% | +365.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling