+423.4%
MAR vs TWLO
+841.6%
-418.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.9% |
| 7D | -1.7% | -1.2% | -0.5% | -1.6% |
| 30D | -6.9% | -6.4% | -0.5% | -6.3% |
| 3M | -15.8% | +6.3% | -22.1% | -17.1% |
| 6M | +1.9% | +76.4% | -74.5% | -7.2% |
| YTD | +6.6% | +58.8% | -52.2% | -2.0% |
| 1Y | +23.7% | +107.1% | -83.4% | +9.0% |
| 3Y | +64.6% | +245.0% | -180.4% | +32.5% |
| 5Y | +156.4% | -36.0% | +192.3% | +138.3% |
| 10Y | +415.4% | +293.2% | +122.2% | +260.3% |
| All | +423.4% | +841.6% | -418.2% | +238.5% |
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 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