+850.4%
GOOG vs TWLO
+863.4%
-13.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | -2.5% | -3.9% | +1.4% | -1.9% |
| 30D | -3.6% | -9.7% | +6.1% | -2.1% |
| 3M | -6.4% | +11.6% | -18.0% | -9.0% |
| 6M | +7.8% | +84.7% | -76.9% | -5.3% |
| YTD | +5.5% | +62.5% | -57.0% | -5.6% |
| 1Y | +38.3% | +121.7% | -83.4% | +16.2% |
| 3Y | +143.1% | +253.0% | -109.9% | +81.2% |
| 5Y | +135.0% | -32.5% | +167.5% | +115.3% |
| 10Y | +778.1% | +312.7% | +465.3% | +458.7% |
| All | +850.4% | +863.4% | -13.1% | +492.6% |
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 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