+623.4%
JPM vs TWLO
+841.6%
-218.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.2% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | -1.1% | -6.4% | +5.3% | -0.6% |
| 3M | +14.1% | +6.3% | +7.9% | +13.0% |
| 6M | +23.3% | +76.4% | -53.1% | +15.8% |
| YTD | +11.3% | +58.8% | -47.5% | +5.3% |
| 1Y | +23.0% | +107.1% | -84.1% | +13.1% |
| 3Y | +162.6% | +245.0% | -82.4% | +127.0% |
| 5Y | +152.8% | -36.0% | +188.7% | +141.0% |
| 10Y | +583.6% | +293.2% | +290.4% | +403.0% |
| All | +623.4% | +841.6% | -218.2% | +379.9% |
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 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