+121.7%
B vs TWLO
-30.6%
+152.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.7% | -9.8% | -6.3% |
| 7D | +7.1% | +0.2% | +6.9% | +7.1% |
| 30D | -3.3% | -26.0% | +22.7% | -2.2% |
| 3M | -2.5% | -14.3% | +11.8% | -2.1% |
| 6M | -7.2% | +6.2% | -13.4% | -7.9% |
| YTD | -7.4% | +50.6% | -58.0% | -9.7% |
| 1Y | +16.4% | +64.0% | -47.6% | +13.0% |
| 3Y | +178.7% | +264.1% | -85.3% | +160.4% |
| 5Y | +121.7% | -27.9% | +149.6% | +109.8% |
| All | +121.7% | -30.6% | +152.3% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling