+464.9%
AXP vs TWLO
+293.5%
+171.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.4% |
| 7D | +0.6% | -1.2% | +1.8% | +0.7% |
| 30D | -4.3% | -6.4% | +2.0% | -3.6% |
| 3M | +4.7% | +6.3% | -1.6% | +3.1% |
| 6M | +9.0% | +76.4% | -67.5% | -0.9% |
| YTD | -11.1% | +58.8% | -69.9% | -18.3% |
| 1Y | +1.3% | +107.1% | -105.8% | -10.7% |
| 3Y | +114.5% | +245.0% | -130.5% | +72.5% |
| 5Y | +118.0% | -36.0% | +154.0% | +102.5% |
| 10Y | +464.9% | +293.2% | +171.7% | +275.1% |
| All | +464.9% | +293.5% | +171.4% | +275.1% |
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 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