+39.3%
ASML vs TWLO
+52.0%
-12.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +5.0% |
| 7D | -9.0% | -1.5% | -7.5% | -8.9% |
| 30D | -21.0% | -26.0% | +5.0% | -20.0% |
| 3M | -16.3% | +4.6% | -20.9% | -15.4% |
| 6M | -7.5% | +5.5% | -13.1% | -6.4% |
| YTD | +34.0% | +42.0% | -8.0% | +33.9% |
| 1Y | +39.3% | +58.5% | -19.2% | +36.4% |
| All | +39.3% | +52.0% | -12.8% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling