+64.3%
TWLO vs FXI
-10.5%
+74.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -1.8% |
| 7D | -15.9% | +6.6% | -22.4% | -18.1% |
| 30D | -29.0% | +2.2% | -31.2% | -29.5% |
| 3M | +10.0% | -4.7% | +14.8% | +12.2% |
| 6M | +12.6% | -4.7% | +17.2% | +14.4% |
| YTD | +50.1% | -9.0% | +59.1% | +55.1% |
| 1Y | +64.3% | -10.5% | +74.8% | +71.5% |
| All | +64.3% | -10.5% | +74.8% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling