+487.1%
AXP vs TWLO
+742.1%
-255.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | +0.6% | -1.5% | +2.1% | +0.8% |
| 30D | +5.8% | -26.0% | +31.8% | +9.5% |
| 3M | -6.0% | +4.6% | -10.6% | -7.7% |
| 6M | +0.3% | +5.5% | -5.2% | -2.2% |
| YTD | -12.3% | +42.0% | -54.3% | -18.6% |
| 1Y | -11.2% | +58.5% | -69.7% | -19.0% |
| 3Y | +117.0% | +279.7% | -162.6% | +72.1% |
| 5Y | +93.2% | -35.0% | +128.1% | +79.0% |
| 10Y | +461.2% | +539.9% | -78.7% | +276.3% |
| All | +487.1% | +742.1% | -255.0% | +274.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling