+9.0%
MSFT vs TWLO
+60.3%
-51.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.7% |
| 7D | +4.7% | -15.9% | +20.5% | +7.6% |
| 30D | +5.8% | -29.0% | +34.9% | +11.9% |
| 3M | +13.0% | +10.0% | +3.0% | +8.3% |
| 6M | +34.9% | +12.6% | +22.4% | +27.5% |
| YTD | +15.7% | +50.1% | -34.4% | -2.7% |
| 1Y | +9.0% | +64.3% | -55.3% | -9.8% |
| All | +9.0% | +60.3% | -51.3% | -9.8% |
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