-15.8%
F vs TWLO
-34.7%
+18.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +1.6% | -1.5% | +3.0% | +1.7% |
| 30D | +2.6% | -26.0% | +28.6% | +6.9% |
| 3M | -8.8% | +4.6% | -13.4% | -11.2% |
| 6M | +4.6% | +5.5% | -0.9% | +0.8% |
| YTD | -1.9% | +42.0% | -43.9% | -11.9% |
| 1Y | -0.8% | +58.5% | -59.2% | -12.9% |
| 3Y | +43.5% | +279.7% | -236.2% | -2.6% |
| All | -15.8% | -34.7% | +18.9% | -26.7% |
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