+3.8%
EXC vs TWLO
+115.0%
-111.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.6% |
| 7D | -1.6% | -3.9% | +2.3% | -1.8% |
| 30D | -2.4% | -9.7% | +7.3% | -2.7% |
| 3M | -4.0% | +11.6% | -15.6% | -3.5% |
| 6M | -9.8% | +84.7% | -94.5% | -7.4% |
| YTD | +2.3% | +62.5% | -60.2% | +4.1% |
| 1Y | +3.8% | +121.7% | -117.9% | +8.8% |
| All | +3.8% | +115.0% | -111.1% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling