+120.6%
IBM vs TWLO
-35.1%
+155.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.3% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +1.5% | -9.1% | +10.7% | +2.4% |
| 3M | -12.9% | +11.0% | -23.9% | -14.1% |
| 6M | -3.9% | +79.4% | -83.3% | -9.4% |
| YTD | -17.3% | +59.7% | -77.1% | -21.6% |
| 1Y | -5.0% | +112.3% | -117.3% | -11.9% |
| 3Y | +78.2% | +247.0% | -168.7% | +59.5% |
| 5Y | +120.6% | -35.6% | +156.2% | +95.2% |
| All | +120.6% | -35.1% | +155.7% | +95.2% |
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