+1.0%
TWLO vs FROG
+24.4%
-23.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.1% |
| 7D | -3.9% | -2.2% | -1.7% | -3.0% |
| 30D | -9.7% | +3.0% | -12.7% | -11.4% |
| 3M | +11.6% | +10.3% | +1.3% | +5.7% |
| 6M | +84.7% | +116.7% | -32.0% | +30.6% |
| YTD | +62.5% | +41.9% | +20.6% | +33.3% |
| 1Y | +121.7% | +78.5% | +43.2% | +61.1% |
| 3Y | +253.0% | +224.1% | +28.8% | +57.8% |
| 5Y | -32.5% | +142.4% | -174.9% | -67.9% |
| All | +1.0% | +24.4% | -23.3% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling