-30.6%
TWLO vs FN
+169.4%
-200.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | +1.2% |
| 7D | +4.5% | +0.3% | +4.3% | +4.2% |
| 30D | -22.1% | -16.5% | -5.6% | -19.5% |
| 3M | -15.3% | -42.1% | +26.8% | -6.5% |
| 6M | +9.7% | -52.9% | +62.5% | +24.6% |
| YTD | +48.5% | -28.0% | +76.4% | +44.3% |
| 1Y | +70.3% | -18.5% | +88.9% | +58.0% |
| 3Y | +261.4% | +93.9% | +167.5% | +116.0% |
| All | -30.6% | +169.4% | -200.0% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling