+406.2%
ASX vs TWLO
+259.3%
+147.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.8% |
| 7D | -0.7% | -2.0% | +1.3% | -0.4% |
| 30D | +2.0% | +20.6% | -18.6% | -2.3% |
| 3M | -1.3% | -1.5% | +0.2% | -1.7% |
| 6M | +71.4% | +89.4% | -18.0% | +45.2% |
| YTD | +135.3% | +63.8% | +71.5% | +105.4% |
| 1Y | +267.5% | +119.7% | +147.8% | +197.3% |
| All | +406.2% | +259.3% | +147.0% | +240.3% |
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