+214.8%
B vs TWLO
+566.1%
-351.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -7.3% | +4.5% | -11.9% | -7.5% |
| 30D | -3.3% | -22.1% | +18.8% | -2.3% |
| 3M | -7.8% | -15.3% | +7.6% | -7.2% |
| 6M | -15.5% | +9.7% | -25.2% | -16.4% |
| YTD | -12.3% | +48.5% | -60.7% | -14.7% |
| 1Y | +5.4% | +70.3% | -65.0% | +1.7% |
| 3Y | +165.5% | +261.4% | -95.9% | +144.7% |
| 5Y | +107.0% | -30.6% | +137.6% | +101.5% |
| All | +214.8% | +566.1% | -351.2% | +178.1% |
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