+84.1%
F vs TWLO
+298.6%
-214.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.0% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -2.9% | -9.1% | +6.3% | -1.9% |
| 3M | -9.1% | +11.0% | -20.1% | -10.7% |
| 6M | +12.9% | +79.4% | -66.4% | +3.3% |
| YTD | +6.1% | +59.7% | -53.7% | -1.9% |
| 1Y | +22.5% | +112.3% | -89.8% | +8.7% |
| 3Y | +32.1% | +247.0% | -214.9% | +6.8% |
| 5Y | +43.7% | -35.6% | +79.3% | +29.4% |
| 10Y | +84.1% | +305.7% | -221.6% | +38.1% |
| All | +84.1% | +298.6% | -214.4% | +38.1% |
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