+293.2%
TWLO vs FN
+882.3%
-589.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.7% |
| 7D | -1.2% | +3.5% | -4.7% | -2.2% |
| 30D | -6.4% | -26.0% | +19.6% | +0.4% |
| 3M | +6.3% | -33.3% | +39.5% | +15.7% |
| 6M | +76.4% | -14.9% | +91.4% | +71.4% |
| YTD | +58.8% | -8.6% | +67.4% | +47.8% |
| 1Y | +107.1% | +12.3% | +94.8% | +77.2% |
| 3Y | +245.0% | +174.4% | +70.6% | +88.3% |
| 5Y | -36.0% | +296.4% | -332.4% | -71.4% |
| 10Y | +293.2% | +890.0% | -596.8% | +15.8% |
| All | +293.2% | +882.3% | -589.1% | +15.8% |
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