+245.0%
TWLO vs FROG
+202.6%
+42.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.8% |
| 7D | -1.2% | -5.5% | +4.3% | +0.2% |
| 30D | -6.4% | -3.1% | -3.3% | -5.9% |
| 3M | +6.3% | +1.2% | +5.0% | +5.4% |
| 6M | +76.4% | +113.7% | -37.2% | +49.3% |
| YTD | +58.8% | +38.9% | +20.0% | +43.7% |
| 1Y | +107.1% | +72.0% | +35.1% | +80.0% |
| 3Y | +245.0% | +217.1% | +27.9% | +152.8% |
| All | +245.0% | +202.6% | +42.4% | +152.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling