+7,320.0%
MU vs TWLO
+871.2%
+6,448.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.1% | +9.2% | +6.8% |
| 7D | +9.0% | -2.0% | +11.0% | +9.4% |
| 30D | +13.8% | +20.6% | -6.8% | +7.7% |
| 3M | +2.1% | -1.5% | +3.6% | +0.9% |
| 6M | +153.8% | +89.4% | +64.4% | +112.1% |
| YTD | +256.4% | +63.8% | +192.6% | +206.2% |
| 1Y | +719.8% | +119.7% | +600.0% | +554.0% |
| 3Y | +1,360.4% | +256.1% | +1,104.2% | +896.2% |
| 5Y | +1,312.4% | -36.6% | +1,349.0% | +1,222.1% |
| 10Y | +6,142.6% | +304.3% | +5,838.2% | +3,305.3% |
| All | +7,320.0% | +871.2% | +6,448.8% | +3,474.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling