+219.8%
C vs TWLO
+261.2%
-41.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +2.2% |
| 7D | -0.9% | -0.5% | -0.5% | -0.8% |
| 30D | -5.4% | -28.6% | +23.2% | -1.7% |
| 3M | -9.2% | -14.4% | +5.2% | -8.2% |
| 6M | -1.8% | +2.4% | -4.3% | -3.9% |
| YTD | +6.7% | +45.3% | -38.6% | -2.3% |
| 1Y | +23.5% | +61.8% | -38.3% | +11.0% |
| 3Y | +219.8% | +269.0% | -49.2% | +137.8% |
| All | +219.8% | +261.2% | -41.4% | +137.8% |
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