-33.8%
TWLO vs FRSH
-72.6%
+38.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -3.9% | -11.2% | +7.3% | +2.5% |
| 30D | -9.7% | -0.8% | -8.9% | -9.6% |
| 3M | +11.6% | +26.4% | -14.8% | -3.1% |
| 6M | +84.7% | +48.4% | +36.3% | +48.2% |
| YTD | +62.5% | -3.1% | +65.6% | +61.6% |
| 1Y | +121.7% | -8.7% | +130.4% | +127.1% |
| 3Y | +253.0% | -45.8% | +298.8% | +350.7% |
| All | -33.8% | -72.6% | +38.8% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling