+14.7%
QLD vs TWLO
+60.3%
-45.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -9.4% | -15.9% | +6.5% | -6.3% |
| 30D | -17.1% | -29.0% | +12.0% | -11.7% |
| 3M | -10.4% | +10.0% | -20.4% | -12.5% |
| 6M | +0.7% | +12.6% | -11.8% | -2.7% |
| YTD | +17.7% | +50.1% | -32.4% | +4.7% |
| 1Y | +14.7% | +64.3% | -49.6% | -4.0% |
| All | +14.7% | +60.3% | -45.6% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling