+978.0%
MU vs TWLO
+262.8%
+715.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.9% |
| 7D | +21.6% | +5.6% | +16.0% | +20.3% |
| 30D | -16.2% | -24.6% | +8.4% | -11.3% |
| 3M | -12.4% | -14.0% | +1.6% | -9.9% |
| 6M | +4.2% | +10.1% | -5.9% | +0.3% |
| YTD | +180.0% | +49.2% | +130.8% | +148.5% |
| 1Y | +226.4% | +65.2% | +161.2% | +182.1% |
| All | +978.0% | +262.8% | +715.2% | +646.3% |
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