+2,603.1%
PWR vs TWLO
+841.6%
+1,761.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.4% | +2.7% |
| 7D | +4.5% | -1.2% | +5.7% | +4.6% |
| 30D | -4.9% | -6.4% | +1.5% | -4.3% |
| 3M | -7.9% | +6.3% | -14.2% | -9.1% |
| 6M | +18.3% | +76.4% | -58.1% | +9.1% |
| YTD | +51.5% | +58.8% | -7.3% | +41.0% |
| 1Y | +70.3% | +107.1% | -36.8% | +53.0% |
| 3Y | +210.6% | +245.0% | -34.4% | +159.1% |
| 5Y | +456.7% | -36.0% | +492.6% | +421.7% |
| 10Y | +2,396.1% | +293.2% | +2,102.9% | +1,673.2% |
| All | +2,603.1% | +841.6% | +1,761.5% | +1,710.4% |
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 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