+5.2%
LOW vs TWLO
-33.6%
+38.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.3% |
| 7D | -3.7% | -2.4% | -1.3% | -3.5% |
| 30D | -8.9% | -7.8% | -1.1% | -8.1% |
| 3M | -10.4% | +10.0% | -20.4% | -11.9% |
| 6M | -19.4% | +79.5% | -98.9% | -26.4% |
| YTD | -17.1% | +59.8% | -77.0% | -23.5% |
| 1Y | -26.3% | +121.7% | -147.9% | -35.5% |
| 3Y | -9.9% | +240.8% | -250.7% | -29.1% |
| All | +5.2% | -33.6% | +38.8% | -5.9% |
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 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