+153.8%
B vs TWLO
-37.0%
+190.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.6% |
| 6M | -2.1% | +76.4% | -78.6% | -5.1% |
| YTD | +2.9% | +58.8% | -55.9% | +0.2% |
| 1Y | +55.3% | +107.1% | -51.8% | +49.3% |
| 3Y | +198.7% | +245.0% | -46.3% | +179.2% |
| 5Y | +153.8% | -36.0% | +189.7% | +141.0% |
| All | +153.8% | -37.0% | +190.7% | +141.0% |
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