+684.6%
TWLO vs FTI
+309.9%
+374.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.7% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -6.4% | +12.3% | -18.7% | -8.2% |
| 3M | +6.3% | +13.8% | -7.5% | +3.9% |
| 6M | +76.4% | +24.3% | +52.2% | +69.5% |
| YTD | +58.8% | +75.8% | -17.0% | +43.7% |
| 1Y | +107.1% | +99.6% | +7.5% | +82.9% |
| 3Y | +245.0% | +278.4% | -33.4% | +171.9% |
| 5Y | -36.0% | +1,168.7% | -1,204.6% | -59.0% |
| 10Y | +293.2% | +297.5% | -4.3% | +173.8% |
| All | +684.6% | +309.9% | +374.7% | +439.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling