+236.7%
INTU vs TWLO
+566.1%
-329.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +0.1% | +4.5% | -4.5% | -1.1% |
| 30D | +10.1% | -22.1% | +32.2% | +16.2% |
| 3M | -4.2% | -15.3% | +11.1% | -2.0% |
| 6M | -7.2% | +9.7% | -16.9% | -12.7% |
| YTD | -47.7% | +48.5% | -96.2% | -54.9% |
| 1Y | -46.7% | +70.3% | -117.0% | -55.7% |
| 3Y | -34.1% | +261.4% | -295.5% | -57.5% |
| 5Y | -43.3% | -30.6% | -12.7% | -49.4% |
| All | +236.7% | +566.1% | -329.3% | +86.9% |
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