+73.5%
MSFT vs TWLO
-34.2%
+107.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.1% |
| 7D | -3.5% | -3.9% | +0.4% | -2.8% |
| 30D | -2.1% | -9.7% | +7.6% | -0.4% |
| 3M | +24.2% | +11.6% | +12.6% | +20.9% |
| 6M | +21.9% | +84.7% | -62.8% | +7.1% |
| YTD | +2.5% | +62.5% | -60.0% | -8.0% |
| 1Y | -0.8% | +121.7% | -122.5% | -16.2% |
| 3Y | +50.8% | +253.0% | -202.2% | +12.2% |
| 5Y | +73.5% | -32.5% | +106.0% | +60.1% |
| All | +73.5% | -34.2% | +107.7% | +60.1% |
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