+209.1%
INTU vs TWLO
+319.6%
-110.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -9.2% | -3.9% | -5.3% | -8.2% |
| 30D | -7.0% | -9.7% | +2.7% | -4.7% |
| 3M | +10.5% | +11.6% | -1.1% | +6.1% |
| 6M | -30.6% | +84.7% | -115.3% | -42.1% |
| YTD | -52.3% | +62.5% | -114.8% | -58.9% |
| 1Y | -51.8% | +121.7% | -173.5% | -61.9% |
| 3Y | -41.8% | +253.0% | -294.8% | -61.0% |
| 5Y | -42.8% | -32.5% | -10.3% | -48.2% |
| All | +209.1% | +319.6% | -110.6% | +79.8% |
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 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