+240.8%
TWLO vs FND
-50.3%
+291.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -2.4% | -5.8% | +3.3% | -0.8% |
| 30D | -7.8% | -20.2% | +12.4% | -2.0% |
| 3M | +10.0% | -12.0% | +22.0% | +13.3% |
| 6M | +79.5% | -18.5% | +98.0% | +87.6% |
| YTD | +59.8% | -22.3% | +82.1% | +67.4% |
| 1Y | +121.7% | -47.6% | +169.3% | +167.0% |
| 3Y | +240.8% | -49.8% | +290.6% | +276.8% |
| All | +240.8% | -50.3% | +291.1% | +276.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling