+301.0%
TWLO vs FTI
+305.3%
-4.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -2.4% | -4.4% | +2.0% | -1.7% |
| 30D | -7.8% | +1.5% | -9.3% | -8.1% |
| 3M | +10.0% | +8.2% | +1.8% | +8.4% |
| 6M | +79.5% | +18.8% | +60.6% | +73.8% |
| YTD | +59.8% | +71.7% | -11.8% | +45.6% |
| 1Y | +121.7% | +90.0% | +31.6% | +98.1% |
| 3Y | +240.8% | +270.5% | -29.7% | +171.5% |
| 5Y | -33.6% | +1,084.5% | -1,118.1% | -56.3% |
| All | +301.0% | +305.3% | -4.3% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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