+164.3%
INTC vs TWLO
+252.1%
-87.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -5.8% |
| 7D | +9.4% | -3.9% | +13.3% | +10.0% |
| 30D | +2.7% | -9.7% | +12.4% | +4.1% |
| 3M | -6.3% | +11.6% | -17.9% | -8.5% |
| 6M | +114.5% | +84.7% | +29.8% | +87.3% |
| YTD | +171.9% | +62.5% | +109.4% | +142.0% |
| 1Y | +305.0% | +121.7% | +183.3% | +236.6% |
| All | +164.3% | +252.1% | -87.8% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling