+84.5%
AAPL vs TWLO
+252.1%
-167.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.8% | +3.4% |
| 7D | -0.5% | -3.9% | +3.4% | 0.0% |
| 30D | +7.1% | -9.7% | +16.8% | +8.3% |
| 3M | +12.1% | +11.6% | +0.5% | +10.0% |
| 6M | +25.4% | +84.7% | -59.3% | +13.5% |
| YTD | +20.5% | +62.5% | -42.0% | +10.7% |
| 1Y | +44.5% | +121.7% | -77.2% | +25.5% |
| All | +84.5% | +252.1% | -167.5% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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