+25.7%
C vs TWLO
+67.1%
-41.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +4.2% | +4.5% | -0.4% | +3.9% |
| 30D | +2.0% | -22.1% | +24.1% | +3.3% |
| 3M | -10.1% | -15.3% | +5.2% | -9.8% |
| 6M | +1.0% | +9.7% | -8.7% | -0.8% |
| YTD | +8.5% | +48.5% | -40.0% | +0.4% |
| 1Y | +25.7% | +70.3% | -44.6% | +13.1% |
| All | +25.7% | +67.1% | -41.3% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling