+59.1%
F vs TWLO
+742.1%
-683.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | -8.8% | +4.6% | -13.4% | -10.4% |
| 6M | +4.6% | +5.5% | -0.9% | +2.1% |
| YTD | -1.9% | +42.0% | -43.9% | -8.6% |
| 1Y | -0.8% | +58.5% | -59.2% | -8.9% |
| 3Y | +43.5% | +279.7% | -236.2% | +14.3% |
| 5Y | -12.1% | -35.0% | +22.9% | -20.5% |
| 10Y | +83.6% | +539.9% | -456.3% | +32.1% |
| All | +59.1% | +742.1% | -683.0% | +11.2% |
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