+111.9%
TWLO vs FPS
+12.3%
+99.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.8% | +7.5% | +2.3% |
| 7D | -3.9% | -4.6% | +0.7% | -3.5% |
| 30D | -9.7% | -22.6% | +12.9% | -7.6% |
| 3M | +11.6% | -45.1% | +56.7% | +17.5% |
| 6M | +84.7% | -17.8% | +102.5% | +89.5% |
| All | +111.9% | +12.3% | +99.6% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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