+12.5%
AGG vs TWLO
+246.3%
-233.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | -0.1% |
| 7D | -1.1% | -2.4% | +1.4% | -1.0% |
| 30D | -1.1% | -7.8% | +6.7% | -1.1% |
| 3M | -1.9% | +10.0% | -12.0% | -2.1% |
| 6M | -1.7% | +79.5% | -81.2% | -2.5% |
| YTD | -1.3% | +59.8% | -61.1% | -2.0% |
| 1Y | -0.7% | +121.7% | -122.4% | -2.0% |
| 3Y | +12.5% | +240.8% | -228.3% | +8.5% |
| All | +12.5% | +246.3% | -233.8% | +8.5% |
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