+121.2%
TWLO vs FRMI
-78.0%
+199.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.7% | +0.6% |
| 7D | +0.2% | +15.9% | -15.7% | 0.0% |
| 30D | -9.1% | -6.0% | -3.2% | -9.2% |
| 3M | +11.0% | -1.6% | +12.6% | +10.3% |
| 6M | +79.4% | -30.7% | +110.1% | +78.0% |
| YTD | +59.7% | -30.9% | +90.6% | +59.3% |
| All | +121.2% | -78.0% | +199.2% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling