-18.9%
MELI vs TWLO
+117.0%
-135.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.3% |
| 7D | -4.1% | -2.4% | -1.7% | -3.8% |
| 30D | +3.8% | -7.8% | +11.6% | +4.6% |
| 3M | +17.8% | +10.0% | +7.8% | +16.1% |
| 6M | +7.4% | +79.5% | -72.0% | -4.6% |
| YTD | -5.8% | +59.8% | -65.6% | -15.3% |
| 1Y | -18.9% | +121.7% | -140.5% | -30.6% |
| All | -18.9% | +117.0% | -135.9% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling