+64.3%
TWLO vs FROG
+83.7%
-19.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.8% |
| 7D | -15.9% | -14.1% | -1.8% | -11.1% |
| 30D | -29.0% | -11.8% | -17.3% | -25.7% |
| 3M | +10.0% | +0.1% | +9.9% | +10.1% |
| 6M | +12.6% | +64.2% | -51.6% | -2.6% |
| YTD | +50.1% | +38.2% | +11.9% | +30.6% |
| 1Y | +64.3% | +85.4% | -21.1% | +38.3% |
| All | +64.3% | +83.7% | -19.4% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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