+152.0%
GE vs TWLO
+871.2%
-719.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.4% |
| 7D | -1.6% | -2.0% | +0.4% | -1.4% |
| 30D | -11.6% | +20.6% | -32.1% | -13.4% |
| 3M | +3.0% | -1.5% | +4.6% | +2.7% |
| 6M | -0.5% | +89.4% | -90.0% | -7.6% |
| YTD | +9.7% | +63.8% | -54.1% | +3.1% |
| 1Y | +20.0% | +119.7% | -99.7% | +9.0% |
| 3Y | +275.8% | +256.1% | +19.7% | +219.6% |
| 5Y | +429.1% | -36.6% | +465.6% | +396.2% |
| 10Y | +151.2% | +304.3% | -153.2% | +92.2% |
| All | +152.0% | +871.2% | -719.2% | +81.0% |
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