+54.2%
O vs TWLO
+780.4%
-726.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | -0.4% | +4.5% | -4.9% | -0.6% |
| 30D | +7.1% | -22.1% | +29.2% | +8.5% |
| 3M | -5.2% | -15.3% | +10.1% | -4.7% |
| 6M | -1.8% | +9.7% | -11.4% | -3.2% |
| YTD | +9.1% | +48.5% | -39.4% | +4.7% |
| 1Y | +9.7% | +70.3% | -60.7% | +4.2% |
| 3Y | +39.1% | +261.4% | -222.3% | +22.4% |
| 5Y | +8.4% | -30.6% | +38.9% | +4.8% |
| 10Y | +80.2% | +569.2% | -489.1% | +45.5% |
| All | +54.2% | +780.4% | -726.2% | +25.9% |
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