+4.4%
GOOGL vs TWLO
+60.3%
-55.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -11.1% | -15.9% | +4.8% | -9.8% |
| 30D | -16.6% | -29.0% | +12.4% | -14.5% |
| 3M | -23.4% | +10.0% | -33.5% | -24.3% |
| 6M | -24.5% | +12.6% | -37.1% | -25.6% |
| YTD | -7.5% | +50.1% | -57.6% | -12.3% |
| 1Y | +4.4% | +64.3% | -59.9% | -4.1% |
| All | +4.4% | +60.3% | -55.9% | -4.1% |
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