+254.7%
TWLO vs FN
+158.4%
+96.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.1% | -6.3% | -3.6% |
| 7D | -2.0% | -1.7% | -0.3% | -1.8% |
| 30D | +20.6% | -22.0% | +42.6% | +24.1% |
| 3M | -1.5% | -43.0% | +41.5% | +5.9% |
| 6M | +89.4% | -27.7% | +117.2% | +91.6% |
| YTD | +63.8% | -10.5% | +74.3% | +57.0% |
| 1Y | +119.7% | +12.5% | +107.2% | +98.9% |
| All | +254.7% | +158.4% | +96.3% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling