+103.2%
INTC vs TWLO
-33.6%
+136.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | +7.5% | -2.4% | +9.9% | +7.8% |
| 30D | +2.0% | -7.8% | +9.8% | +3.3% |
| 3M | -12.0% | +10.0% | -22.0% | -14.4% |
| 6M | +114.5% | +79.5% | +35.1% | +86.1% |
| YTD | +179.0% | +59.8% | +119.1% | +146.0% |
| 1Y | +318.3% | +121.7% | +196.6% | +243.4% |
| 3Y | +171.2% | +240.8% | -69.6% | +96.1% |
| All | +103.2% | -33.6% | +136.8% | +84.8% |
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 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