+265.1%
MU vs TWLO
+60.3%
+204.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.1% | -6.9% | -7.0% |
| 7D | -19.1% | -15.9% | -3.3% | -17.2% |
| 30D | -25.2% | -29.0% | +3.8% | -22.1% |
| 3M | -10.9% | +10.0% | -20.9% | -11.6% |
| 6M | +38.0% | +12.6% | +25.4% | +35.7% |
| YTD | +178.8% | +50.1% | +128.7% | +179.1% |
| 1Y | +265.1% | +64.3% | +200.9% | +232.0% |
| All | +265.1% | +60.3% | +204.9% | +232.0% |
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