-34.9%
TWLO vs FRSH
-72.5%
+37.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.4% | -6.6% | +4.2% | +1.2% |
| 30D | -7.8% | +2.1% | -9.9% | -9.2% |
| 3M | +10.0% | +29.0% | -18.9% | -5.5% |
| 6M | +79.5% | +48.6% | +30.8% | +43.9% |
| YTD | +59.8% | -2.9% | +62.8% | +58.8% |
| 1Y | +121.7% | -7.9% | +129.6% | +126.0% |
| 3Y | +240.8% | -46.5% | +287.3% | +338.3% |
| All | -34.9% | -72.5% | +37.7% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling