-28.3%
ON vs TWLO
+252.1%
-280.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.6% |
| 7D | -4.7% | -3.9% | -0.8% | -3.8% |
| 30D | -13.5% | -9.7% | -3.8% | -11.5% |
| 3M | -36.3% | +11.6% | -47.9% | -38.6% |
| 6M | +17.8% | +84.7% | -66.9% | -3.4% |
| YTD | +29.6% | +62.5% | -32.9% | +9.8% |
| 1Y | +45.8% | +121.7% | -75.9% | +10.6% |
| All | -28.3% | +252.1% | -280.4% | -57.4% |
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