+375.1%
META vs TWLO
+293.5%
+81.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.2% |
| 7D | +6.0% | -1.2% | +7.2% | +6.3% |
| 30D | +3.6% | -6.4% | +10.0% | +5.0% |
| 3M | +4.9% | +6.3% | -1.4% | +2.3% |
| 6M | -4.7% | +76.4% | -81.1% | -19.4% |
| YTD | -6.9% | +58.8% | -65.7% | -19.8% |
| 1Y | -18.2% | +107.1% | -125.3% | -34.7% |
| 3Y | +107.8% | +245.0% | -137.2% | +40.1% |
| 5Y | +63.9% | -36.0% | +99.9% | +48.5% |
| 10Y | +375.1% | +293.2% | +81.9% | +168.6% |
| All | +375.1% | +293.5% | +81.5% | +168.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling