+293.8%
INTC vs TWLO
+841.6%
-547.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -3.0% | +12.1% | +9.6% |
| 7D | +17.4% | -1.2% | +18.6% | +17.5% |
| 30D | +2.8% | -6.4% | +9.2% | +3.7% |
| 3M | -5.3% | +6.3% | -11.5% | -7.1% |
| 6M | +140.6% | +76.4% | +64.2% | +113.1% |
| YTD | +183.1% | +58.8% | +124.3% | +153.8% |
| 1Y | +326.8% | +107.1% | +219.7% | +263.9% |
| 3Y | +179.4% | +245.0% | -65.5% | +110.8% |
| 5Y | +111.7% | -36.0% | +147.7% | +96.0% |
| 10Y | +253.8% | +293.2% | -39.4% | +130.8% |
| All | +293.8% | +841.6% | -547.8% | +137.3% |
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