+240.8%
TWLO vs FTI
+267.9%
-27.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -2.4% | -4.4% | +2.0% | -1.4% |
| 30D | -7.8% | +1.5% | -9.3% | -8.2% |
| 3M | +10.0% | +8.2% | +1.8% | +7.6% |
| 6M | +79.5% | +18.8% | +60.6% | +70.7% |
| YTD | +59.8% | +71.7% | -11.8% | +37.2% |
| 1Y | +121.7% | +90.0% | +31.6% | +83.9% |
| 3Y | +240.8% | +270.5% | -29.7% | +141.8% |
| All | +240.8% | +267.9% | -27.1% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling