+164.6%
MMM vs TWLO
+275.2%
-110.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.7% | -0.4% |
| 7D | -2.6% | +2.8% | -5.4% | -2.8% |
| 30D | +17.4% | -22.4% | +39.7% | +19.3% |
| 3M | +3.6% | -14.2% | +17.8% | +4.2% |
| 6M | +33.0% | +10.5% | +22.5% | +30.3% |
| YTD | +19.6% | +54.3% | -34.7% | +11.9% |
| 1Y | +14.0% | +68.0% | -54.0% | +5.2% |
| All | +164.6% | +275.2% | -110.6% | +106.4% |
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 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