+1.9%
META vs TWLO
+59.4%
-57.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +4.9% |
| 7D | +5.7% | -0.5% | +6.2% | +5.8% |
| 30D | -10.8% | -28.6% | +17.9% | -8.9% |
| 3M | +8.4% | -14.4% | +22.8% | +9.9% |
| 6M | +5.4% | +2.4% | +2.9% | +7.6% |
| YTD | -2.6% | +45.3% | -47.9% | -3.7% |
| All | +1.9% | +59.4% | -57.5% | -2.1% |
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