-10.4%
DOW vs TWLO
+73.6%
-84.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +0.8% |
| 7D | -2.9% | -1.2% | -1.7% | -2.8% |
| 30D | +2.0% | -6.4% | +8.3% | +2.5% |
| 3M | -12.5% | +6.3% | -18.8% | -13.6% |
| 6M | -9.2% | +76.4% | -85.6% | -16.0% |
| YTD | +30.8% | +58.8% | -28.0% | +22.0% |
| 1Y | +29.4% | +107.1% | -77.7% | +16.5% |
| 3Y | -34.6% | +245.0% | -279.5% | -45.5% |
| 5Y | -35.9% | -36.0% | 0.0% | -38.5% |
| All | -10.4% | +73.6% | -84.1% | -45.8% |
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 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