+58.9%
F vs TWLO
+792.9%
-734.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.1% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | +2.1% | -26.0% | +28.1% | +5.2% |
| 3M | -10.3% | -14.3% | +4.1% | -9.4% |
| 6M | +3.3% | +6.2% | -2.9% | +0.8% |
| YTD | -2.0% | +50.6% | -52.6% | -9.3% |
| 1Y | -2.3% | +64.0% | -66.3% | -10.6% |
| 3Y | +49.9% | +264.1% | -214.2% | +20.1% |
| 5Y | -12.5% | -27.9% | +15.5% | -21.7% |
| 10Y | +74.3% | +580.0% | -505.8% | +24.5% |
| All | +58.9% | +792.9% | -734.0% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling