+133.0%
ASX vs TWLO
+65.2%
+67.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.4% | +2.6% |
| 7D | -9.1% | +0.2% | -9.3% | -9.0% |
| 30D | -23.6% | -26.0% | +2.4% | -20.5% |
| 3M | -5.6% | -14.3% | +8.7% | -3.1% |
| 6M | +4.7% | +6.2% | -1.5% | +5.7% |
| YTD | +122.6% | +50.6% | +72.0% | +115.8% |
| 1Y | +133.0% | +64.0% | +69.0% | +114.7% |
| All | +133.0% | +65.2% | +67.8% | +114.7% |
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