-35.6%
TWLO vs FROG
+133.6%
-169.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +0.2% | -4.8% | +5.0% | +2.5% |
| 30D | -9.1% | -0.9% | -8.2% | -9.5% |
| 3M | +11.0% | +7.5% | +3.5% | +5.8% |
| 6M | +79.4% | +107.0% | -27.6% | +24.9% |
| YTD | +59.7% | +39.8% | +19.9% | +29.3% |
| 1Y | +112.3% | +74.8% | +37.5% | +50.2% |
| 3Y | +247.0% | +219.3% | +27.7% | +31.3% |
| 5Y | -35.6% | +133.0% | -168.6% | -71.8% |
| All | -35.6% | +133.6% | -169.2% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling