+45.3%
MO vs TWLO
+60.3%
-15.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +6.9% | -15.9% | +22.7% | +6.1% |
| 30D | +14.9% | -29.0% | +44.0% | +13.6% |
| 3M | +16.4% | +10.0% | +6.4% | +16.2% |
| 6M | +9.6% | +12.6% | -3.0% | +9.6% |
| YTD | +41.8% | +50.1% | -8.3% | +45.6% |
| 1Y | +45.3% | +64.3% | -18.9% | +48.4% |
| All | +45.3% | +60.3% | -15.0% | +48.4% |
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 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