+57.4%
INTC vs TWLO
+60.3%
-2.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.6% | -3.7% |
| 7D | -39.0% | -15.9% | -23.1% | -36.3% |
| 30D | -49.8% | -29.0% | -20.8% | -46.7% |
| 3M | -42.2% | +10.0% | -52.3% | -40.5% |
| 6M | -39.2% | +12.6% | -51.7% | -37.6% |
| YTD | +57.9% | +50.1% | +7.8% | +57.3% |
| 1Y | +57.4% | +64.3% | -6.9% | +44.1% |
| All | +57.4% | +60.3% | -2.9% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling