+262.7%
GE vs TWLO
+246.1%
+16.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -11.3% | -9.1% | -2.1% | -10.6% |
| 3M | -1.4% | +11.0% | -12.4% | -2.6% |
| 6M | +1.2% | +79.4% | -78.2% | -6.0% |
| YTD | +5.9% | +59.7% | -53.8% | -0.5% |
| 1Y | +18.4% | +112.3% | -93.9% | +6.0% |
| All | +262.7% | +246.1% | +16.7% | +185.5% |
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