-35.2%
TWLO vs FN
+289.0%
-324.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.1% | -6.3% | -3.8% |
| 7D | -2.0% | -1.7% | -0.3% | -1.7% |
| 30D | +20.6% | -22.0% | +42.6% | +26.2% |
| 3M | -1.5% | -43.0% | +41.5% | +9.7% |
| 6M | +89.4% | -27.7% | +117.2% | +92.4% |
| YTD | +63.8% | -10.5% | +74.3% | +54.2% |
| 1Y | +119.7% | +12.5% | +107.2% | +90.5% |
| 3Y | +256.1% | +153.8% | +102.3% | +103.1% |
| All | -35.2% | +289.0% | -324.2% | -71.9% |
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