+755.6%
GOOGL vs TWLO
+312.8%
+442.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | 0.0% | -2.4% | +2.4% | +0.4% |
| 30D | -1.4% | -7.8% | +6.4% | -0.1% |
| 3M | -5.3% | +10.0% | -15.4% | -7.8% |
| 6M | +9.8% | +79.5% | -69.7% | -3.7% |
| YTD | +8.4% | +59.8% | -51.5% | -3.4% |
| 1Y | +41.2% | +121.7% | -80.5% | +17.6% |
| 3Y | +149.6% | +240.8% | -91.2% | +84.1% |
| 5Y | +142.6% | -33.6% | +176.2% | +123.1% |
| All | +755.6% | +312.8% | +442.8% | +415.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling