-32.5%
TWLO vs FTV
-3.0%
-29.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +3.6% |
| 7D | -3.9% | -5.2% | +1.3% | +0.2% |
| 30D | -9.7% | -11.5% | +1.8% | -0.5% |
| 3M | +11.6% | -9.0% | +20.6% | +19.5% |
| 6M | +84.7% | -2.0% | +86.7% | +83.8% |
| YTD | +62.5% | -0.9% | +63.4% | +57.8% |
| 1Y | +121.7% | +14.8% | +106.9% | +86.5% |
| 3Y | +253.0% | -5.5% | +258.5% | +248.9% |
| 5Y | -32.5% | -1.9% | -30.6% | -45.4% |
| All | -32.5% | -3.0% | -29.5% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling