+320.0%
C vs TWLO
+871.2%
-551.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.1% |
| 7D | +3.6% | -2.0% | +5.6% | +3.9% |
| 30D | +0.1% | +20.6% | -20.5% | -2.8% |
| 3M | +2.4% | -1.5% | +4.0% | +2.0% |
| 6M | +24.9% | +89.4% | -64.5% | +13.0% |
| YTD | +19.8% | +63.8% | -44.0% | +10.2% |
| 1Y | +44.9% | +119.7% | -74.9% | +27.5% |
| 3Y | +263.0% | +256.1% | +6.8% | +193.3% |
| 5Y | +129.5% | -36.6% | +166.1% | +115.9% |
| 10Y | +291.6% | +304.3% | -12.7% | +162.8% |
| All | +320.0% | +871.2% | -551.2% | +143.4% |
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