+213.7%
ICE vs TWLO
+312.8%
-99.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.2% |
| 7D | -2.4% | -2.4% | 0.0% | -2.2% |
| 30D | +4.0% | -7.8% | +11.8% | +4.8% |
| 3M | +13.7% | +10.0% | +3.6% | +12.1% |
| 6M | +0.9% | +79.5% | -78.5% | -5.9% |
| YTD | -2.1% | +59.8% | -62.0% | -7.9% |
| 1Y | -9.5% | +121.7% | -131.2% | -18.0% |
| 3Y | +42.1% | +240.8% | -198.7% | +20.1% |
| 5Y | +41.4% | -33.6% | +75.0% | +35.3% |
| All | +213.7% | +312.8% | -99.1% | +131.5% |
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