+43.5%
F vs TWLO
+272.8%
-229.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +1.6% | -1.5% | +3.0% | +1.6% |
| 30D | +2.6% | -26.0% | +28.6% | +4.2% |
| 3M | -8.8% | +4.6% | -13.4% | -10.0% |
| 6M | +4.6% | +5.5% | -0.9% | +2.8% |
| YTD | -1.9% | +42.0% | -43.9% | -7.1% |
| 1Y | -0.8% | +58.5% | -59.2% | -7.4% |
| 3Y | +43.5% | +279.7% | -236.2% | -4.3% |
| All | +43.5% | +272.8% | -229.3% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling