+28.7%
O vs TWLO
+246.1%
-217.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -2.4% | -9.1% | +6.7% | -2.4% |
| 3M | -0.6% | +11.0% | -11.6% | -0.6% |
| 6M | -5.0% | +79.4% | -84.4% | -5.8% |
| YTD | +10.4% | +59.7% | -49.3% | +9.8% |
| 1Y | +6.6% | +112.3% | -105.8% | +4.8% |
| All | +28.7% | +246.1% | -217.3% | +17.7% |
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 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