+134.5%
IBM vs TWLO
+319.6%
-185.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.6% |
| 7D | -0.3% | -3.9% | +3.6% | 0.0% |
| 30D | -1.8% | -9.7% | +7.9% | -1.0% |
| 3M | -13.5% | +11.6% | -25.1% | -14.6% |
| 6M | -5.1% | +84.7% | -89.8% | -10.4% |
| YTD | -19.4% | +62.5% | -81.9% | -23.2% |
| 1Y | -6.5% | +121.7% | -128.2% | -13.3% |
| 3Y | +73.8% | +253.0% | -179.2% | +54.5% |
| 5Y | +116.3% | -32.5% | +148.8% | +108.3% |
| All | +134.5% | +319.6% | -185.1% | +78.3% |
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