+1,757.1%
ASML vs TWLO
+871.2%
+886.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +4.8% |
| 7D | +1.1% | -2.0% | +3.1% | +1.4% |
| 30D | +2.2% | +20.6% | -18.4% | -2.7% |
| 3M | -2.3% | -1.5% | -0.8% | -3.1% |
| 6M | +23.0% | +89.4% | -66.5% | +3.6% |
| YTD | +61.1% | +63.8% | -2.7% | +39.2% |
| 1Y | +129.1% | +119.7% | +9.4% | +83.4% |
| 3Y | +165.4% | +256.1% | -90.8% | +82.7% |
| 5Y | +109.5% | -36.6% | +146.0% | +92.5% |
| 10Y | +1,645.7% | +304.3% | +1,341.4% | +952.9% |
| All | +1,757.1% | +871.2% | +886.0% | +944.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling