+135.9%
ASML vs TWLO
+266.2%
-130.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.0% | -0.9% |
| 7D | -2.9% | +0.2% | -3.1% | -2.8% |
| 30D | -15.2% | -26.0% | +10.8% | -11.4% |
| 3M | -12.9% | -14.3% | +1.4% | -11.3% |
| 6M | -5.0% | +6.2% | -11.2% | -7.4% |
| YTD | +41.8% | +50.6% | -8.8% | +28.1% |
| 1Y | +46.0% | +64.0% | -18.0% | +29.1% |
| All | +135.9% | +266.2% | -130.4% | +63.5% |
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