+117.0%
AXP vs TWLO
-36.3%
+153.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.6% |
| 7D | -2.1% | -2.0% | -0.1% | -1.8% |
| 30D | -6.5% | +20.6% | -27.1% | -9.7% |
| 3M | +4.6% | -1.5% | +6.2% | +4.1% |
| 6M | +5.4% | +89.4% | -84.0% | -7.1% |
| YTD | -11.1% | +63.8% | -74.9% | -20.0% |
| 1Y | -0.3% | +119.7% | -120.0% | -15.3% |
| 3Y | +111.6% | +256.1% | -144.6% | +60.6% |
| All | +117.0% | -36.3% | +153.3% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling