+250.3%
GM vs TWLO
+847.7%
-597.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.4% |
| 7D | -2.4% | -2.4% | 0.0% | -2.1% |
| 30D | -1.1% | -7.8% | +6.7% | -0.1% |
| 3M | +6.1% | +10.0% | -3.9% | +4.1% |
| 6M | +15.0% | +79.5% | -64.5% | +4.0% |
| YTD | +6.0% | +59.8% | -53.9% | -3.0% |
| 1Y | +47.1% | +121.7% | -74.6% | +27.7% |
| 3Y | +170.5% | +240.8% | -70.3% | +113.4% |
| 5Y | +80.5% | -33.6% | +114.1% | +64.0% |
| 10Y | +238.7% | +306.0% | -67.3% | +136.5% |
| All | +250.3% | +847.7% | -597.4% | +135.3% |
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