+96.8%
META vs TWLO
+261.1%
-164.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +5.2% | +4.5% | +0.6% | +4.4% |
| 30D | -13.0% | -22.1% | +9.1% | -9.9% |
| 3M | +7.9% | -15.3% | +23.3% | +10.2% |
| 6M | +4.2% | +9.7% | -5.4% | +1.7% |
| YTD | -2.5% | +48.5% | -51.0% | -11.3% |
| 1Y | +5.6% | +70.3% | -64.8% | -6.9% |
| 3Y | +96.8% | +261.4% | -164.6% | +43.6% |
| All | +96.8% | +261.1% | -164.3% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling