+81.9%
META vs TWLO
-34.7%
+116.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.8% | -1.5% | +0.7% | -0.4% |
| 30D | -15.4% | -26.0% | +10.6% | -9.0% |
| 3M | +3.5% | +4.6% | -1.1% | +0.3% |
| 6M | -0.3% | +5.5% | -5.8% | -5.0% |
| YTD | -7.3% | +42.0% | -49.4% | -21.2% |
| 1Y | -1.1% | +58.5% | -59.6% | -18.9% |
| 3Y | +95.1% | +279.7% | -184.6% | +9.5% |
| All | +81.9% | -34.7% | +116.7% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling