+64.3%
TWLO vs FOXA
+11.1%
+53.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.9% |
| 7D | -15.9% | +9.9% | -25.7% | -17.5% |
| 30D | -29.0% | +10.0% | -39.0% | -30.6% |
| 3M | +10.0% | +18.4% | -8.4% | +5.4% |
| 6M | +12.6% | +12.2% | +0.4% | +7.9% |
| YTD | +50.1% | -3.8% | +53.9% | +50.4% |
| 1Y | +64.3% | +8.9% | +55.3% | +65.2% |
| All | +64.3% | +11.1% | +53.2% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling