+1,418.0%
QLD vs TWLO
+580.6%
+837.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +5.9% |
| 7D | -1.4% | -0.5% | -1.0% | -1.0% |
| 30D | -19.6% | -28.6% | +9.0% | -8.8% |
| 3M | -14.1% | -14.4% | +0.2% | -10.2% |
| 6M | -13.6% | +2.4% | -16.1% | -17.9% |
| YTD | +12.5% | +45.3% | -32.7% | -9.2% |
| 1Y | +13.1% | +61.8% | -48.7% | -12.6% |
| 3Y | +154.7% | +269.0% | -114.3% | +31.7% |
| 5Y | +81.1% | -33.5% | +114.6% | +66.1% |
| 10Y | +1,418.0% | +549.6% | +868.4% | +519.8% |
| All | +1,418.0% | +580.6% | +837.4% | +519.8% |
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