+64.3%
TWLO vs FN
-25.7%
+90.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.8% | +0.3% |
| 7D | -15.9% | -7.0% | -8.9% | -15.5% |
| 30D | -29.0% | -24.7% | -4.3% | -28.1% |
| 3M | +10.0% | -35.7% | +45.7% | +12.2% |
| 6M | +12.6% | -52.4% | +65.0% | +17.4% |
| YTD | +50.1% | -25.0% | +75.1% | +44.9% |
| 1Y | +64.3% | -25.7% | +89.9% | +57.4% |
| All | +64.3% | -25.7% | +90.0% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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