+372.3%
EBAY vs TWLO
+847.0%
-474.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | -3.6% | -9.1% | +5.5% | -2.5% |
| 3M | -4.4% | +11.0% | -15.4% | -6.3% |
| 6M | +12.1% | +79.4% | -67.3% | +2.1% |
| YTD | +19.9% | +59.7% | -39.8% | +10.7% |
| 1Y | +13.4% | +112.3% | -98.9% | +0.1% |
| 3Y | +150.5% | +247.0% | -96.5% | +99.1% |
| 5Y | +54.8% | -35.6% | +90.4% | +45.2% |
| 10Y | +268.1% | +305.7% | -37.6% | +163.5% |
| All | +372.3% | +847.0% | -474.7% | +235.0% |
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