-35.6%
TWLO vs FLUT
-48.5%
+12.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +1.0% |
| 7D | +0.2% | -2.6% | +2.8% | +1.1% |
| 30D | -9.1% | +5.4% | -14.5% | -11.3% |
| 3M | +11.0% | -10.8% | +21.8% | +14.1% |
| 6M | +79.4% | -9.2% | +88.6% | +82.0% |
| YTD | +59.7% | -53.8% | +113.5% | +104.2% |
| 1Y | +112.3% | -66.0% | +178.3% | +201.4% |
| 3Y | +247.0% | -44.7% | +291.6% | +305.7% |
| 5Y | -35.6% | -50.6% | +15.0% | -25.0% |
| All | -35.6% | -48.5% | +12.9% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling