+46.2%
EXC vs TWLO
-37.0%
+83.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +0.7% |
| 7D | +1.2% | -1.2% | +2.4% | +1.2% |
| 30D | -2.7% | -6.4% | +3.7% | -2.7% |
| 3M | -1.0% | +6.3% | -7.2% | -1.1% |
| 6M | -9.3% | +76.4% | -85.7% | -10.1% |
| YTD | +3.6% | +58.8% | -55.2% | +2.8% |
| 1Y | +5.9% | +107.1% | -101.2% | +4.5% |
| 3Y | +21.3% | +245.0% | -223.7% | +16.9% |
| 5Y | +46.2% | -36.0% | +82.1% | +37.8% |
| All | +46.2% | -37.0% | +83.1% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling