+274.0%
C vs TWLO
+761.4%
-487.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | -9.2% | -14.4% | +5.2% | -8.1% |
| 6M | -1.8% | +2.4% | -4.3% | -3.7% |
| YTD | +6.7% | +45.3% | -38.6% | -1.0% |
| 1Y | +23.5% | +61.8% | -38.3% | +12.9% |
| 3Y | +219.8% | +269.0% | -49.2% | +155.8% |
| 5Y | +112.4% | -33.5% | +145.9% | +98.3% |
| 10Y | +220.1% | +549.6% | -329.5% | +105.6% |
| All | +274.0% | +761.4% | -487.4% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling