+301.0%
TWLO vs FTAI
+3,098.4%
-2,797.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -5.0% | -2.2% |
| 7D | -2.4% | -5.2% | +2.8% | -1.6% |
| 30D | -7.8% | -17.9% | +10.1% | -4.9% |
| 3M | +10.0% | -22.7% | +32.8% | +13.8% |
| 6M | +79.5% | -28.0% | +107.5% | +84.8% |
| YTD | +59.8% | -5.0% | +64.8% | +54.2% |
| 1Y | +121.7% | +10.4% | +111.3% | +105.5% |
| 3Y | +240.8% | +425.2% | -184.4% | +93.7% |
| 5Y | -33.6% | +890.3% | -923.9% | -68.8% |
| All | +301.0% | +3,098.4% | -2,797.4% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 10y: compounded portfolio wealth divided by compounded FTAI 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…
10y analysis · Full analysis span regression · 6 months rolling