+64.3%
TWLO vs FRSH
+21.1%
+43.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.2% | +3.7% |
| 7D | -15.9% | -13.8% | -2.1% | -7.9% |
| 30D | -29.0% | +0.3% | -29.4% | -29.4% |
| 3M | +10.0% | +10.1% | -0.1% | +3.0% |
| 6M | +12.6% | +47.7% | -35.1% | -13.8% |
| YTD | +50.1% | +8.2% | +41.9% | +33.7% |
| 1Y | +64.3% | +21.4% | +42.8% | +33.3% |
| All | +64.3% | +21.1% | +43.2% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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