+59.1%
O vs TWLO
+871.2%
-812.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.6% |
| 7D | -0.7% | -2.0% | +1.3% | -0.6% |
| 30D | -1.9% | +20.6% | -22.5% | -3.2% |
| 3M | +3.8% | -1.5% | +5.4% | +3.6% |
| 6M | -4.7% | +89.4% | -94.2% | -9.4% |
| YTD | +12.5% | +63.8% | -51.3% | +7.8% |
| 1Y | +10.8% | +119.7% | -108.9% | +3.7% |
| 3Y | +28.8% | +256.1% | -227.4% | +14.0% |
| 5Y | +13.2% | -36.6% | +49.8% | +10.6% |
| 10Y | +53.5% | +304.3% | -250.9% | +25.4% |
| All | +59.1% | +871.2% | -812.1% | +29.5% |
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