+409.4%
GE vs TWLO
-33.6%
+443.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | 0.0% |
| 7D | -4.0% | -2.4% | -1.6% | -3.7% |
| 30D | -11.4% | -7.8% | -3.6% | -10.7% |
| 3M | -2.6% | +10.0% | -12.6% | -4.3% |
| 6M | -0.3% | +79.5% | -79.8% | -9.1% |
| YTD | +5.4% | +59.8% | -54.5% | -2.8% |
| 1Y | +15.5% | +121.7% | -106.1% | +1.1% |
| 3Y | +260.8% | +240.8% | +20.0% | +187.6% |
| All | +409.4% | -33.6% | +443.0% | +356.7% |
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