-12.1%
DOW vs TWLO
+74.8%
-86.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.9% |
| 7D | -1.4% | -2.4% | +1.0% | -1.1% |
| 30D | -3.9% | -7.8% | +3.9% | -3.2% |
| 3M | -12.7% | +10.0% | -22.7% | -14.1% |
| 6M | -13.7% | +79.5% | -93.2% | -20.3% |
| YTD | +28.4% | +59.8% | -31.4% | +19.7% |
| 1Y | +21.8% | +121.7% | -99.9% | +8.8% |
| 3Y | -35.7% | +240.8% | -276.5% | -46.4% |
| 5Y | -36.8% | -33.6% | -3.2% | -39.7% |
| All | -12.1% | +74.8% | -86.8% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling