+196.7%
EXC vs TWLO
+566.1%
-369.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.4% |
| 7D | +1.4% | +4.5% | -3.2% | +1.2% |
| 30D | +8.6% | -22.1% | +30.7% | +9.5% |
| 3M | +2.4% | -15.3% | +17.7% | +2.7% |
| 6M | +6.5% | +9.7% | -3.2% | +5.3% |
| YTD | +9.0% | +48.5% | -39.4% | +6.0% |
| 1Y | +4.6% | +70.3% | -65.8% | +0.9% |
| 3Y | +33.5% | +261.4% | -227.9% | +21.4% |
| 5Y | +41.4% | -30.6% | +72.0% | +39.1% |
| All | +196.7% | +566.1% | -369.4% | +152.7% |
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