+632.4%
GEV vs TWLO
+270.6%
+361.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.9% |
| 7D | +1.6% | -2.4% | +4.0% | +2.0% |
| 30D | -7.9% | -7.8% | -0.1% | -6.7% |
| 3M | +5.6% | +10.0% | -4.4% | +2.6% |
| 6M | +13.1% | +79.5% | -66.4% | -4.8% |
| YTD | +46.7% | +59.8% | -13.1% | +27.0% |
| 1Y | +51.3% | +121.7% | -70.4% | +17.1% |
| All | +632.4% | +270.6% | +361.9% | +379.9% |
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