+151.2%
EXC vs TWLO
+871.2%
-720.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.1% | -0.9% |
| 7D | +0.3% | -2.0% | +2.3% | +0.4% |
| 30D | -3.7% | +20.6% | -24.3% | -4.6% |
| 3M | -1.3% | -1.5% | +0.3% | -1.4% |
| 6M | -9.7% | +89.4% | -99.1% | -12.7% |
| YTD | +2.9% | +63.8% | -60.9% | 0.0% |
| 1Y | +4.4% | +119.7% | -115.3% | -0.1% |
| 3Y | +22.2% | +256.1% | -233.9% | +12.3% |
| 5Y | +46.7% | -36.6% | +83.3% | +45.5% |
| 10Y | +155.3% | +304.3% | -149.0% | +121.3% |
| All | +151.2% | +871.2% | -720.0% | +111.6% |
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