+878.4%
MSFT vs TWLO
+312.8%
+565.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.0% |
| 7D | -0.8% | -2.4% | +1.6% | -0.4% |
| 30D | +0.8% | -7.8% | +8.7% | +2.3% |
| 3M | +27.2% | +10.0% | +17.2% | +23.9% |
| 6M | +22.9% | +79.5% | -56.6% | +8.0% |
| YTD | +3.1% | +59.8% | -56.7% | -7.5% |
| 1Y | -0.3% | +121.7% | -121.9% | -16.5% |
| 3Y | +50.1% | +240.8% | -190.7% | +11.0% |
| 5Y | +74.6% | -33.6% | +108.2% | +64.1% |
| All | +878.4% | +312.8% | +565.6% | +493.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling