+4.3%
O vs TWLO
+117.0%
-112.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.2% |
| 7D | -2.9% | -2.4% | -0.4% | -3.0% |
| 30D | -4.5% | -7.8% | +3.3% | -4.8% |
| 3M | -2.6% | +10.0% | -12.7% | -2.1% |
| 6M | -5.6% | +79.5% | -85.1% | -2.7% |
| YTD | +9.3% | +59.8% | -50.6% | +12.8% |
| 1Y | +4.3% | +121.7% | -117.4% | +8.8% |
| All | +4.3% | +117.0% | -112.7% | +8.8% |
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