+301.0%
TWLO vs FTV
+80.7%
+220.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | -2.4% | -4.0% | +1.5% | -0.2% |
| 30D | -7.8% | -11.0% | +3.2% | -1.4% |
| 3M | +10.0% | -8.4% | +18.4% | +15.4% |
| 6M | +79.5% | -2.6% | +82.0% | +80.3% |
| YTD | +59.8% | -0.6% | +60.5% | +57.4% |
| 1Y | +121.7% | +11.0% | +110.7% | +103.6% |
| 3Y | +240.8% | -6.3% | +247.1% | +245.2% |
| 5Y | -33.6% | -1.5% | -32.1% | -35.8% |
| All | +301.0% | +80.7% | +220.2% | +225.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling