+138.3%
GOOGL vs TWLO
-34.2%
+172.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | -2.8% | -3.9% | +1.1% | -2.1% |
| 30D | -3.2% | -9.7% | +6.5% | -1.5% |
| 3M | -6.6% | +11.6% | -18.2% | -9.4% |
| 6M | +8.5% | +84.7% | -76.2% | -6.1% |
| YTD | +6.5% | +62.5% | -56.0% | -5.9% |
| 1Y | +39.4% | +121.7% | -82.3% | +14.6% |
| 3Y | +146.2% | +253.0% | -106.8% | +74.3% |
| 5Y | +138.3% | -32.5% | +170.8% | +110.2% |
| All | +138.3% | -34.2% | +172.5% | +110.2% |
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 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