+23.0%
MMM vs TWLO
+60.3%
-37.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.1% | +9.7% | +9.5% |
| 7D | +12.2% | -15.9% | +28.1% | +11.8% |
| 30D | +18.8% | -29.0% | +47.9% | +18.0% |
| 3M | +7.4% | +10.0% | -2.7% | +8.0% |
| 6M | +38.3% | +12.6% | +25.8% | +39.2% |
| YTD | +22.9% | +50.1% | -27.2% | +21.7% |
| 1Y | +23.0% | +64.3% | -41.3% | +20.2% |
| All | +23.0% | +60.3% | -37.3% | +20.2% |
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