+12.9%
QLD vs TWLO
+66.9%
-54.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.2% | +4.1% |
| 7D | -1.2% | +2.8% | -4.0% | -1.7% |
| 30D | -15.7% | -22.4% | +6.6% | -11.7% |
| 3M | -10.0% | -14.2% | +4.2% | -7.9% |
| 6M | -11.2% | +10.5% | -21.7% | -13.5% |
| YTD | +16.4% | +54.3% | -37.9% | +2.9% |
| All | +12.9% | +66.9% | -54.0% | -6.0% |
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