+64.3%
TWLO vs FRMI
-93.1%
+157.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.6% | +10.4% | +0.3% |
| 7D | -15.9% | -39.7% | +23.9% | -14.3% |
| 30D | -29.0% | -55.2% | +26.1% | -27.2% |
| 3M | +10.0% | -71.2% | +81.2% | +14.1% |
| 6M | +12.6% | -64.1% | +76.7% | +13.6% |
| YTD | +50.1% | -77.2% | +127.3% | +54.0% |
| 1Y | +64.3% | -93.2% | +157.4% | +78.4% |
| All | +64.3% | -93.1% | +157.4% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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