-10.0%
LOW vs TWLO
+252.1%
-262.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -2.6% | -3.9% | +1.3% | -2.4% |
| 30D | -11.1% | -9.7% | -1.4% | -10.6% |
| 3M | -8.5% | +11.6% | -20.1% | -9.4% |
| 6M | -20.8% | +84.7% | -105.5% | -25.6% |
| YTD | -17.2% | +62.5% | -79.7% | -21.4% |
| 1Y | -24.7% | +121.7% | -146.4% | -31.7% |
| All | -10.0% | +252.1% | -262.1% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling