+240.6%
TWLO vs FXI
+36.5%
+204.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | +0.2% | -2.8% | +3.0% | +1.2% |
| 30D | -9.1% | -5.3% | -3.8% | -7.4% |
| 3M | +11.0% | +0.3% | +10.6% | +10.7% |
| 6M | +79.4% | -4.6% | +83.9% | +82.0% |
| YTD | +59.7% | -9.1% | +68.8% | +64.7% |
| 1Y | +112.3% | -12.0% | +124.3% | +121.5% |
| All | +240.6% | +36.5% | +204.1% | +219.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling