+563.6%
TWLO vs FTV
+89.3%
+474.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.6% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | -6.4% | -8.3% | +1.9% | -1.5% |
| 3M | +6.3% | -7.4% | +13.7% | +10.5% |
| 6M | +76.4% | -1.2% | +77.6% | +76.0% |
| YTD | +58.8% | +2.7% | +56.1% | +53.6% |
| 1Y | +107.1% | +18.4% | +88.6% | +83.1% |
| 3Y | +245.0% | -2.0% | +247.0% | +240.8% |
| 5Y | -36.0% | +3.4% | -39.4% | -39.5% |
| 10Y | +293.2% | +78.5% | +214.7% | +197.3% |
| All | +563.6% | +89.3% | +474.3% | +412.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FTV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling