+709.2%
TWLO vs FN
+1,009.2%
-299.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.1% | -6.3% | -4.0% |
| 7D | -2.0% | -1.7% | -0.3% | -1.6% |
| 30D | +20.6% | -22.0% | +42.6% | +27.7% |
| 3M | -1.5% | -43.0% | +41.5% | +12.4% |
| 6M | +89.4% | -27.7% | +117.2% | +93.4% |
| YTD | +63.8% | -10.5% | +74.3% | +53.2% |
| 1Y | +119.7% | +12.5% | +107.2% | +87.2% |
| 3Y | +256.1% | +153.8% | +102.3% | +98.1% |
| 5Y | -36.6% | +288.0% | -324.6% | -71.8% |
| 10Y | +304.3% | +906.4% | -602.1% | +15.7% |
| All | +709.2% | +1,009.2% | -299.9% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling