+684.6%
TWLO vs FXI
+30.1%
+654.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.6% | -1.4% |
| 7D | -1.2% | -1.0% | -0.2% | -0.6% |
| 30D | -6.4% | -3.2% | -3.1% | -4.5% |
| 3M | +6.3% | +1.7% | +4.6% | +4.8% |
| 6M | +76.4% | -1.6% | +78.0% | +77.2% |
| YTD | +58.8% | -7.9% | +66.7% | +66.0% |
| 1Y | +107.1% | -9.6% | +116.7% | +118.7% |
| 3Y | +245.0% | +40.5% | +204.5% | +152.7% |
| 5Y | -36.0% | -6.2% | -29.7% | -36.2% |
| 10Y | +293.2% | +14.2% | +279.0% | +203.7% |
| All | +684.6% | +30.1% | +654.6% | +399.2% |
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