+48.9%
MSFT vs TWLO
+246.1%
-197.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -2.7% | -9.1% | +6.5% | -1.3% |
| 3M | +22.1% | +11.0% | +11.1% | +19.5% |
| 6M | +20.6% | +79.4% | -58.8% | +8.4% |
| YTD | +2.3% | +59.7% | -57.4% | -6.8% |
| 1Y | -0.5% | +112.3% | -112.9% | -12.9% |
| All | +48.9% | +246.1% | -197.2% | +25.8% |
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 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