+599.3%
MU vs TWLO
+115.0%
+484.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -5.1% |
| 7D | +2.0% | -3.9% | +5.9% | +2.4% |
| 30D | +12.5% | -9.7% | +22.2% | +13.8% |
| 3M | +9.6% | +11.6% | -2.0% | +7.4% |
| 6M | +142.6% | +84.7% | +57.9% | +114.3% |
| YTD | +242.7% | +62.5% | +180.2% | +214.7% |
| 1Y | +599.3% | +121.7% | +477.6% | +479.1% |
| All | +599.3% | +115.0% | +484.3% | +479.1% |
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 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