+29.4%
B vs TWLO
+60.3%
-30.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.4% | +8.3% |
| 7D | +1.1% | -15.9% | +17.0% | +2.0% |
| 30D | +0.3% | -29.0% | +29.4% | +1.8% |
| 3M | +5.4% | +10.0% | -4.6% | +4.3% |
| 6M | +5.5% | +12.6% | -7.0% | +4.4% |
| YTD | -6.3% | +50.1% | -56.4% | -9.3% |
| 1Y | +29.4% | +64.3% | -34.9% | +22.3% |
| All | +29.4% | +60.3% | -30.9% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling