+73.0%
IBM vs TWLO
+252.1%
-179.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.8% |
| 7D | -0.3% | -3.9% | +3.6% | +0.4% |
| 30D | -1.8% | -9.7% | +7.9% | -0.2% |
| 3M | -13.5% | +11.6% | -25.1% | -15.6% |
| 6M | -5.1% | +84.7% | -89.8% | -15.4% |
| YTD | -19.4% | +62.5% | -81.9% | -27.2% |
| 1Y | -6.5% | +121.7% | -128.2% | -19.6% |
| All | +73.0% | +252.1% | -179.1% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling