+198.7%
B vs TWLO
+238.8%
-40.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -1.3% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | +1.4% | -6.4% | +7.7% | +1.6% |
| 3M | +12.2% | +6.3% | +5.9% | +11.4% |
| 6M | -2.1% | +76.4% | -78.6% | -6.1% |
| YTD | +2.9% | +58.8% | -55.9% | -0.9% |
| 1Y | +55.3% | +107.1% | -51.8% | +46.9% |
| 3Y | +198.7% | +245.0% | -46.3% | +174.8% |
| All | +198.7% | +238.8% | -40.1% | +174.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling