+75.8%
GM vs TWLO
-33.6%
+109.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.3% |
| 7D | -2.4% | -2.4% | 0.0% | -2.0% |
| 30D | -1.1% | -7.8% | +6.7% | +0.1% |
| 3M | +6.1% | +10.0% | -3.9% | +3.6% |
| 6M | +15.0% | +79.5% | -64.5% | +0.7% |
| YTD | +6.0% | +59.8% | -53.9% | -5.6% |
| 1Y | +47.1% | +121.7% | -74.6% | +21.7% |
| 3Y | +170.5% | +240.8% | -70.3% | +92.5% |
| All | +75.8% | -33.6% | +109.4% | +52.6% |
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