+117.0%
AXP vs TWLO
+272.8%
-155.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | +0.6% | -1.5% | +2.1% | +0.7% |
| 30D | +5.8% | -26.0% | +31.8% | +9.2% |
| 3M | -6.0% | +4.6% | -10.6% | -8.0% |
| 6M | +0.3% | +5.5% | -5.2% | -2.6% |
| YTD | -12.3% | +42.0% | -54.3% | -19.8% |
| 1Y | -11.2% | +58.5% | -69.7% | -20.6% |
| 3Y | +117.0% | +279.7% | -162.6% | +64.4% |
| All | +117.0% | +272.8% | -155.8% | +64.4% |
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