+102.7%
MO vs TWLO
-33.6%
+136.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | +0.1% | -2.4% | +2.6% | +0.2% |
| 30D | +7.1% | -7.8% | +15.0% | +7.2% |
| 3M | -2.0% | +10.0% | -12.0% | -2.1% |
| 6M | +7.3% | +79.5% | -72.2% | +6.3% |
| YTD | +23.5% | +59.8% | -36.4% | +22.5% |
| 1Y | +11.0% | +121.7% | -110.7% | +9.4% |
| 3Y | +95.0% | +240.8% | -145.8% | +87.7% |
| All | +102.7% | -33.6% | +136.3% | +113.4% |
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