+154.6%
JPM vs TWLO
-34.2%
+188.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.5% |
| 7D | -2.3% | -3.9% | +1.5% | -2.0% |
| 30D | -2.3% | -9.7% | +7.4% | -1.5% |
| 3M | +14.9% | +11.6% | +3.3% | +13.2% |
| 6M | +23.6% | +84.7% | -61.0% | +14.7% |
| YTD | +11.3% | +62.5% | -51.2% | +4.4% |
| 1Y | +19.9% | +121.7% | -101.8% | +8.2% |
| 3Y | +162.6% | +253.0% | -90.4% | +121.9% |
| 5Y | +154.6% | -32.5% | +187.1% | +127.0% |
| All | +154.6% | -34.2% | +188.8% | +127.0% |
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