+148.4%
GE vs TWLO
+780.4%
-632.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +2.7% | +4.5% | -1.9% | +2.2% |
| 30D | +8.1% | -22.1% | +30.2% | +10.3% |
| 3M | -7.9% | -15.3% | +7.5% | -7.0% |
| 6M | +12.9% | +9.7% | +3.2% | +10.6% |
| YTD | +8.2% | +48.5% | -40.3% | +2.0% |
| 1Y | +9.7% | +70.3% | -60.7% | +1.9% |
| 3Y | +266.1% | +261.4% | +4.7% | +209.4% |
| 5Y | +407.4% | -30.6% | +437.9% | +372.8% |
| 10Y | +150.3% | +569.2% | -418.9% | +85.6% |
| All | +148.4% | +780.4% | -632.0% | +79.1% |
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