+590.9%
JPM vs TWLO
+312.8%
+278.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | -0.7% | -2.4% | +1.7% | -0.5% |
| 30D | -2.5% | -7.8% | +5.4% | -1.8% |
| 3M | +14.1% | +10.0% | +4.1% | +12.7% |
| 6M | +25.1% | +79.5% | -54.4% | +17.3% |
| YTD | +12.1% | +59.8% | -47.7% | +6.0% |
| 1Y | +18.8% | +121.7% | -102.9% | +8.6% |
| 3Y | +163.4% | +240.8% | -77.4% | +128.0% |
| 5Y | +156.5% | -33.6% | +190.1% | +143.5% |
| All | +590.9% | +312.8% | +278.1% | +393.8% |
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