+425.7%
META vs TWLO
+580.6%
-155.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +4.6% |
| 7D | +5.7% | -0.5% | +6.2% | +5.9% |
| 30D | -10.8% | -28.6% | +17.9% | -4.0% |
| 3M | +8.4% | -14.4% | +22.8% | +11.4% |
| 6M | +5.4% | +2.4% | +2.9% | +2.0% |
| YTD | -2.6% | +45.3% | -47.9% | -15.2% |
| 1Y | +3.5% | +61.8% | -58.3% | -12.4% |
| 3Y | +102.0% | +269.0% | -167.0% | +31.6% |
| 5Y | +93.1% | -33.5% | +126.5% | +74.1% |
| 10Y | +425.7% | +549.6% | -123.9% | +187.0% |
| All | +425.7% | +580.6% | -155.0% | +187.0% |
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