+214.2%
ARM vs TWLO
+225.5%
-11.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -0.6% |
| 7D | +19.8% | +5.6% | +14.2% | +17.6% |
| 30D | -21.8% | -24.6% | +2.9% | -13.5% |
| 3M | -26.5% | -14.0% | -12.6% | -23.2% |
| 6M | -3.9% | +10.1% | -14.0% | -9.8% |
| YTD | +82.8% | +49.2% | +33.6% | +47.9% |
| 1Y | +34.3% | +65.2% | -30.9% | +3.7% |
| 3Y | +282.2% | +260.7% | +21.6% | +72.8% |
| All | +214.2% | +225.5% | -11.3% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling