+1,646.5%
QLD vs TWLO
+293.5%
+1,352.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | +1.0% |
| 7D | +3.0% | -1.2% | +4.2% | +3.3% |
| 30D | -1.8% | -6.4% | +4.6% | +0.2% |
| 3M | -1.8% | +6.3% | -8.1% | -5.9% |
| 6M | +36.9% | +76.4% | -39.5% | +5.1% |
| YTD | +28.7% | +58.8% | -30.1% | +2.0% |
| 1Y | +41.9% | +107.1% | -65.2% | +0.2% |
| 3Y | +184.2% | +245.0% | -60.8% | +55.2% |
| 5Y | +122.1% | -36.0% | +158.1% | +105.7% |
| 10Y | +1,646.5% | +293.2% | +1,353.3% | +667.3% |
| All | +1,646.5% | +293.5% | +1,352.9% | +667.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling