+201.4%
B vs TWLO
+312.8%
-111.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -2.4% | -2.4% | 0.0% | -2.3% |
| 30D | +6.3% | -7.8% | +14.2% | +6.7% |
| 3M | +12.1% | +10.0% | +2.1% | +11.3% |
| 6M | -3.1% | +79.5% | -82.6% | -6.7% |
| YTD | +2.0% | +59.8% | -57.9% | -1.3% |
| 1Y | +51.7% | +121.7% | -70.0% | +44.1% |
| 3Y | +190.5% | +240.8% | -50.3% | +166.7% |
| 5Y | +158.0% | -33.6% | +191.6% | +152.3% |
| All | +201.4% | +312.8% | -111.4% | +182.7% |
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