+1,542.6%
QLD vs TWLO
+569.2%
+973.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.6% |
| 7D | +12.5% | +5.6% | +6.9% | +10.2% |
| 30D | -15.7% | -24.6% | +8.9% | -6.4% |
| 3M | -11.9% | -14.0% | +2.0% | -8.0% |
| 6M | -10.3% | +10.1% | -20.3% | -17.1% |
| YTD | +15.6% | +49.2% | -33.6% | -7.7% |
| 1Y | +12.1% | +65.2% | -53.1% | -14.1% |
| 3Y | +150.7% | +260.7% | -110.0% | +30.8% |
| 5Y | +86.6% | -30.2% | +116.8% | +68.0% |
| All | +1,542.6% | +569.2% | +973.3% | +564.9% |
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 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