+584.4%
TWLO vs FTV
+90.8%
+493.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.6% |
| 7D | -2.0% | -4.5% | +2.5% | +0.7% |
| 30D | +20.6% | -7.1% | +27.6% | +26.0% |
| 3M | -1.5% | -7.2% | +5.6% | +2.2% |
| 6M | +89.4% | -1.5% | +90.9% | +89.2% |
| YTD | +63.8% | +3.5% | +60.3% | +57.7% |
| 1Y | +119.7% | +20.3% | +99.4% | +92.4% |
| 3Y | +256.1% | -3.1% | +259.2% | +253.9% |
| 5Y | -36.6% | +2.3% | -38.9% | -39.9% |
| 10Y | +304.3% | +76.3% | +228.0% | +205.5% |
| All | +584.4% | +90.8% | +493.7% | +426.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling