+65.8%
MAR vs TWLO
+252.1%
-186.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -0.9% |
| 7D | -2.1% | -3.9% | +1.8% | -1.7% |
| 30D | -5.7% | -9.7% | +4.0% | -4.7% |
| 3M | -14.6% | +11.6% | -26.2% | -16.2% |
| 6M | +1.3% | +84.7% | -83.3% | -9.0% |
| YTD | +6.7% | +62.5% | -55.8% | -2.5% |
| 1Y | +26.4% | +121.7% | -95.3% | +7.8% |
| All | +65.8% | +252.1% | -186.3% | +27.3% |
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