+938.2%
MU vs TWLO
-30.7%
+968.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +12.8% | +4.5% | +8.2% | +11.7% |
| 30D | -14.9% | -22.1% | +7.2% | -9.8% |
| 3M | -18.0% | -15.3% | -2.7% | -15.3% |
| 6M | -3.1% | +9.7% | -12.8% | -7.3% |
| YTD | +172.9% | +48.5% | +124.4% | +139.2% |
| 1Y | +228.8% | +70.3% | +158.5% | +178.7% |
| 3Y | +950.8% | +261.4% | +689.4% | +606.5% |
| All | +938.2% | -30.7% | +968.9% | +864.1% |
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