+985.8%
ASX vs TWLO
+566.1%
+419.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.0% |
| 7D | +12.4% | +4.5% | +7.8% | +11.6% |
| 30D | -19.8% | -22.1% | +2.3% | -16.0% |
| 3M | -10.3% | -15.3% | +5.0% | -7.8% |
| 6M | +1.2% | +9.7% | -8.4% | -1.4% |
| YTD | +123.0% | +48.5% | +74.5% | +103.9% |
| 1Y | +145.4% | +70.3% | +75.1% | +119.0% |
| 3Y | +368.6% | +261.4% | +107.2% | +258.8% |
| 5Y | +486.0% | -30.6% | +516.6% | +438.7% |
| All | +985.8% | +566.1% | +419.7% | +660.0% |
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