+150.1%
IBM vs TWLO
-30.7%
+180.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +1.6% | +4.5% | -3.0% | +1.1% |
| 30D | +9.2% | -22.1% | +31.3% | +11.7% |
| 3M | +4.9% | -15.3% | +20.3% | +6.2% |
| 6M | +16.8% | +9.7% | +7.1% | +14.7% |
| YTD | -14.3% | +48.5% | -62.8% | -18.6% |
| 1Y | -16.7% | +70.3% | -87.1% | -21.7% |
| 3Y | +82.2% | +261.4% | -179.2% | +62.0% |
| All | +150.1% | -30.7% | +180.8% | +125.9% |
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