+52.6%
GM vs TWLO
+123.2%
-70.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +0.9% |
| 7D | +1.9% | -2.0% | +4.0% | +1.9% |
| 30D | -1.4% | +20.6% | -21.9% | -1.3% |
| 3M | +5.9% | -1.5% | +7.4% | +6.0% |
| 6M | +12.4% | +89.4% | -77.0% | +9.9% |
| YTD | +8.6% | +63.8% | -55.2% | +6.8% |
| 1Y | +52.6% | +119.7% | -67.1% | +50.2% |
| All | +52.6% | +123.2% | -70.6% | +50.2% |
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