+587.9%
TWLO vs FND
+58.4%
+529.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.6% | -1.3% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -6.4% | -23.6% | +17.2% | +3.2% |
| 3M | +6.3% | +4.3% | +1.9% | +2.9% |
| 6M | +76.4% | -20.3% | +96.7% | +87.2% |
| YTD | +58.8% | -21.3% | +80.1% | +67.1% |
| 1Y | +107.1% | -45.4% | +152.5% | +149.5% |
| 3Y | +245.0% | -48.9% | +293.8% | +306.1% |
| 5Y | -36.0% | -61.0% | +25.1% | -20.1% |
| All | +587.9% | +58.4% | +529.4% | +696.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling