+170.5%
GM vs TWLO
+246.3%
-75.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.4% |
| 7D | -2.4% | -2.4% | 0.0% | -2.2% |
| 30D | -1.1% | -7.8% | +6.7% | -0.5% |
| 3M | +6.1% | +10.0% | -3.9% | +5.0% |
| 6M | +15.0% | +79.5% | -64.5% | +7.1% |
| YTD | +6.0% | +59.8% | -53.9% | -0.2% |
| 1Y | +47.1% | +121.7% | -74.6% | +32.1% |
| 3Y | +170.5% | +240.8% | -70.3% | +116.5% |
| All | +170.5% | +246.3% | -75.8% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling