+121.7%
TWLO vs FROG
+74.0%
+47.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.1% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -7.8% | +1.3% | -9.1% | -8.7% |
| 3M | +10.0% | +11.1% | -1.1% | +5.3% |
| 6M | +79.5% | +108.3% | -28.8% | +42.6% |
| YTD | +59.8% | +39.6% | +20.3% | +38.4% |
| 1Y | +121.7% | +74.7% | +46.9% | +91.7% |
| All | +121.7% | +74.0% | +47.7% | +91.7% |
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