+80.7%
TWLO vs FOXA
+86.3%
-5.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | +0.2% | -5.4% | +5.6% | +1.9% |
| 30D | -9.1% | +1.1% | -10.3% | -9.7% |
| 3M | +11.0% | -6.1% | +17.1% | +12.0% |
| 6M | +79.4% | +8.2% | +71.1% | +73.0% |
| YTD | +59.7% | -11.8% | +71.5% | +63.6% |
| 1Y | +112.3% | +9.9% | +102.4% | +102.3% |
| 3Y | +247.0% | +110.7% | +136.2% | +174.8% |
| 5Y | -35.6% | +86.9% | -122.5% | -47.5% |
| All | +80.7% | +86.3% | -5.6% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling