+149.4%
MAR vs TWLO
-33.6%
+183.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | -0.5% | -2.4% | +1.9% | -0.2% |
| 30D | -5.4% | -7.8% | +2.4% | -4.4% |
| 3M | -15.5% | +10.0% | -25.5% | -17.4% |
| 6M | +3.0% | +79.5% | -76.5% | -8.4% |
| YTD | +8.5% | +59.8% | -51.3% | -2.0% |
| 1Y | +26.0% | +121.7% | -95.7% | +6.5% |
| 3Y | +68.6% | +240.8% | -172.2% | +28.0% |
| All | +149.4% | -33.6% | +183.0% | +123.5% |
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