+633.6%
TWLO vs FXI
+24.4%
+609.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.5% | -4.2% | +8.8% | +7.5% |
| 30D | -22.1% | -1.1% | -21.0% | -21.8% |
| 3M | -15.3% | -4.0% | -11.4% | -13.4% |
| 6M | +9.7% | -11.8% | +21.5% | +18.4% |
| YTD | +48.5% | -11.9% | +60.4% | +59.5% |
| 1Y | +70.3% | -16.1% | +86.5% | +89.0% |
| 3Y | +261.4% | +38.8% | +222.6% | +165.3% |
| 5Y | -30.6% | -9.1% | -21.5% | -29.5% |
| 10Y | +569.2% | +18.4% | +550.8% | +372.9% |
| All | +633.6% | +24.4% | +609.2% | +379.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling