+280.4%
C vs TWLO
+784.6%
-504.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.3% |
| 7D | +4.7% | +5.6% | -0.9% | +4.0% |
| 30D | +0.2% | -24.6% | +24.8% | +3.5% |
| 3M | -9.3% | -14.0% | +4.6% | -8.3% |
| 6M | -0.8% | +10.1% | -10.9% | -3.6% |
| YTD | +8.5% | +49.2% | -40.7% | +0.3% |
| 1Y | +23.1% | +65.2% | -42.1% | +12.2% |
| 3Y | +220.8% | +260.7% | -39.9% | +157.3% |
| 5Y | +112.4% | -30.2% | +142.6% | +97.1% |
| 10Y | +217.9% | +572.4% | -354.5% | +103.4% |
| All | +280.4% | +784.6% | -504.2% | +121.6% |
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