+206.3%
LOW vs TWLO
+847.0%
-640.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | -9.3% | -9.1% | -0.1% | -8.3% |
| 3M | -8.1% | +11.0% | -19.1% | -9.8% |
| 6M | -19.8% | +79.4% | -99.1% | -26.8% |
| YTD | -16.4% | +59.7% | -76.1% | -22.9% |
| 1Y | -24.7% | +112.3% | -137.0% | -33.6% |
| 3Y | -8.8% | +247.0% | -255.8% | -27.1% |
| 5Y | +7.8% | -35.6% | +43.3% | +1.0% |
| 10Y | +233.8% | +305.7% | -71.9% | +140.7% |
| All | +206.3% | +847.0% | -640.8% | +120.6% |
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