+131.6%
C vs TWLO
-37.0%
+168.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.3% |
| 7D | +3.2% | -1.2% | +4.4% | +3.3% |
| 30D | +1.3% | -6.4% | +7.7% | +2.1% |
| 3M | +3.1% | +6.3% | -3.2% | +1.6% |
| 6M | +29.6% | +76.4% | -46.8% | +17.5% |
| YTD | +19.0% | +58.8% | -39.9% | +9.1% |
| 1Y | +45.6% | +107.1% | -61.4% | +27.7% |
| 3Y | +269.3% | +245.0% | +24.3% | +193.4% |
| 5Y | +131.6% | -36.0% | +167.5% | +98.9% |
| All | +131.6% | -37.0% | +168.5% | +98.9% |
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