+684.6%
TWLO vs USFR
+27.6%
+657.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -6.4% | +0.3% | -6.7% | -6.2% |
| 3M | +6.3% | +1.0% | +5.3% | +6.8% |
| 6M | +76.4% | +1.9% | +74.5% | +78.3% |
| YTD | +58.8% | +2.7% | +56.2% | +61.2% |
| 1Y | +107.1% | +4.0% | +103.1% | +112.1% |
| 3Y | +245.0% | +14.0% | +230.9% | +276.4% |
| 5Y | -36.0% | +20.4% | -56.4% | -27.5% |
| 10Y | +293.2% | +28.1% | +265.1% | +369.2% |
| All | +684.6% | +27.6% | +657.0% | +849.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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