+57.7%
GEV vs TWLO
+123.2%
-65.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.2% |
| 7D | +3.3% | -2.0% | +5.3% | +3.4% |
| 30D | -7.5% | +20.6% | -28.0% | -8.7% |
| 3M | -2.2% | -1.5% | -0.6% | -2.4% |
| 6M | +12.1% | +89.4% | -77.3% | +4.8% |
| YTD | +44.4% | +63.8% | -19.4% | +39.1% |
| 1Y | +57.7% | +119.7% | -62.1% | +44.4% |
| All | +57.7% | +123.2% | -65.5% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling