-26.3%
TWLO vs FROG
+192.7%
-219.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.3% | 0.0% |
| 7D | +2.8% | +26.8% | -24.0% | -10.4% |
| 30D | -22.4% | +10.6% | -32.9% | -28.0% |
| 3M | -14.2% | +27.2% | -41.4% | -26.1% |
| 6M | +10.5% | +58.7% | -48.2% | -14.5% |
| YTD | +54.3% | +75.3% | -21.0% | +9.2% |
| 1Y | +68.0% | +71.1% | -3.1% | +19.6% |
| 3Y | +273.0% | +319.6% | -46.6% | +19.4% |
| 5Y | -26.3% | +195.7% | -222.0% | -70.3% |
| All | -26.3% | +192.7% | -219.0% | -70.3% |
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 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