+561.9%
TWLO vs FN
+753.0%
-191.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.1% | -2.7% |
| 7D | -1.5% | 0.0% | -1.4% | -2.2% |
| 30D | -26.0% | -34.3% | +8.3% | -17.6% |
| 3M | +4.6% | -39.9% | +44.4% | +16.9% |
| 6M | +5.5% | -51.8% | +57.4% | +22.0% |
| YTD | +42.0% | -28.1% | +70.2% | +39.0% |
| 1Y | +58.5% | -29.1% | +87.5% | +54.1% |
| 3Y | +279.7% | +102.4% | +177.2% | +124.1% |
| 5Y | -35.0% | +171.7% | -206.6% | -67.6% |
| All | +561.9% | +753.0% | -191.1% | +104.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling