+127.8%
AAPL vs TWLO
-33.6%
+161.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.0% |
| 7D | +3.8% | -2.4% | +6.3% | +4.2% |
| 30D | +9.9% | -7.8% | +17.7% | +11.2% |
| 3M | +12.5% | +10.0% | +2.5% | +9.8% |
| 6M | +27.6% | +79.5% | -51.8% | +13.2% |
| YTD | +22.6% | +59.8% | -37.3% | +10.4% |
| 1Y | +45.0% | +121.7% | -76.7% | +22.1% |
| 3Y | +87.8% | +240.8% | -153.0% | +39.8% |
| All | +127.8% | -33.6% | +161.4% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling