+709.2%
TWLO vs FLUT
-14.9%
+724.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.7% |
| 7D | -2.0% | -1.6% | -0.4% | -1.7% |
| 30D | +20.6% | +7.7% | +12.8% | +18.3% |
| 3M | -1.5% | -0.7% | -0.8% | -2.2% |
| 6M | +89.4% | -11.2% | +100.6% | +92.3% |
| YTD | +63.8% | -53.4% | +117.2% | +89.8% |
| 1Y | +119.7% | -65.8% | +185.5% | +170.8% |
| 3Y | +256.1% | -44.9% | +301.1% | +297.3% |
| 5Y | -36.6% | -49.7% | +13.1% | -32.8% |
| 10Y | +304.3% | -9.7% | +314.1% | +317.1% |
| All | +709.2% | -14.9% | +724.1% | +712.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling