+128.9%
ASML vs TWLO
+272.8%
-143.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.9% |
| 7D | -9.0% | -1.5% | -7.5% | -8.7% |
| 30D | -21.0% | -26.0% | +5.0% | -17.3% |
| 3M | -16.3% | +4.6% | -20.9% | -17.6% |
| 6M | -7.5% | +5.5% | -13.1% | -9.8% |
| YTD | +34.0% | +42.0% | -8.0% | +22.0% |
| 1Y | +39.3% | +58.5% | -19.2% | +23.4% |
| 3Y | +128.9% | +279.7% | -150.8% | +47.9% |
| All | +128.9% | +272.8% | -143.9% | +47.9% |
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 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