+166.2%
EXC vs TWLO
+780.4%
-614.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 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% | +6.1% |
| 1Y | +4.6% | +70.3% | -65.8% | +1.1% |
| 3Y | +33.5% | +261.4% | -227.9% | +22.0% |
| 5Y | +41.4% | -30.6% | +72.0% | +38.9% |
| 10Y | +204.3% | +569.2% | -365.0% | +159.7% |
| All | +166.2% | +780.4% | -614.2% | +124.4% |
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