+141.9%
IBM vs TWLO
+871.2%
-729.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.3% |
| 7D | -0.3% | -2.0% | +1.7% | -0.1% |
| 30D | +0.3% | +20.6% | -20.3% | -1.6% |
| 3M | -21.6% | -1.5% | -20.1% | -21.7% |
| 6M | -4.7% | +89.4% | -94.1% | -10.1% |
| YTD | -19.1% | +63.8% | -82.9% | -23.0% |
| 1Y | -2.5% | +119.7% | -122.2% | -9.4% |
| 3Y | +74.2% | +256.1% | -182.0% | +54.8% |
| 5Y | +113.1% | -36.6% | +149.7% | +106.4% |
| 10Y | +133.5% | +304.3% | -170.8% | +81.2% |
| All | +141.9% | +871.2% | -729.2% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling