+67.3%
F vs TWLO
+566.1%
-498.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -3.1% | +4.5% | -7.6% | -3.6% |
| 30D | 0.0% | -22.1% | +22.1% | +2.5% |
| 3M | -13.2% | -15.3% | +2.1% | -12.3% |
| 6M | -10.2% | +9.7% | -19.9% | -12.8% |
| YTD | -4.9% | +48.5% | -53.4% | -12.1% |
| 1Y | -6.1% | +70.3% | -76.4% | -14.8% |
| 3Y | +46.0% | +261.4% | -215.4% | +16.0% |
| 5Y | -15.7% | -30.6% | +14.9% | -24.8% |
| All | +67.3% | +566.1% | -498.7% | +21.5% |
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