+53.9%
F vs TWLO
-36.3%
+90.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.9% |
| 7D | +5.3% | -2.0% | +7.4% | +5.6% |
| 30D | +4.6% | +20.6% | -16.0% | +1.0% |
| 3M | -3.7% | -1.5% | -2.1% | -4.2% |
| 6M | +16.8% | +89.4% | -72.6% | +2.2% |
| YTD | +15.3% | +63.8% | -48.5% | +3.1% |
| 1Y | +31.0% | +119.7% | -88.7% | +10.0% |
| 3Y | +45.4% | +256.1% | -210.7% | +4.9% |
| All | +53.9% | -36.3% | +90.3% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling