+627.7%
GEV vs TWLO
+270.3%
+357.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | -4.0% | -9.1% | +5.1% | -2.4% |
| 3M | +3.4% | +11.0% | -7.6% | +0.3% |
| 6M | +14.7% | +79.4% | -64.7% | -3.4% |
| YTD | +45.8% | +59.7% | -13.9% | +26.2% |
| 1Y | +57.4% | +112.3% | -55.0% | +23.5% |
| All | +627.7% | +270.3% | +357.3% | +377.0% |
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