+457.2%
GS vs TWLO
+546.4%
-89.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.2% | 0.0% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | +1.7% | -26.0% | +27.7% | +5.4% |
| 3M | -11.6% | -14.3% | +2.8% | -10.4% |
| 6M | -1.9% | +6.2% | -8.1% | -4.1% |
| YTD | +5.1% | +50.6% | -45.5% | -3.0% |
| 1Y | +16.4% | +64.0% | -47.6% | +6.2% |
| 3Y | +199.0% | +264.1% | -65.1% | +139.5% |
| 5Y | +157.4% | -27.9% | +185.4% | +139.2% |
| 10Y | +457.2% | +580.0% | -122.8% | +259.8% |
| All | +457.2% | +546.4% | -89.1% | +259.8% |
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