+592.3%
TWLO vs FND
+56.5%
+535.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | -2.4% | -5.8% | +3.3% | -0.2% |
| 30D | -7.8% | -20.2% | +12.4% | +0.1% |
| 3M | +10.0% | -12.0% | +22.0% | +14.2% |
| 6M | +79.5% | -18.5% | +98.0% | +88.7% |
| YTD | +59.8% | -22.3% | +82.1% | +69.0% |
| 1Y | +121.7% | -47.6% | +169.3% | +171.9% |
| 3Y | +240.8% | -49.8% | +290.6% | +303.8% |
| 5Y | -33.6% | -63.0% | +29.4% | -15.8% |
| All | +592.3% | +56.5% | +535.8% | +705.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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