+139.4%
QLD vs TWLO
+272.8%
-133.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | -10.3% | -1.5% | -8.8% | -9.7% |
| 30D | -26.1% | -26.0% | -0.1% | -19.3% |
| 3M | -17.8% | +4.6% | -22.3% | -20.3% |
| 6M | -15.6% | +5.5% | -21.1% | -19.4% |
| YTD | +5.4% | +42.0% | -36.7% | -11.0% |
| 1Y | +5.2% | +58.5% | -53.2% | -14.8% |
| 3Y | +139.4% | +279.7% | -140.2% | +26.4% |
| All | +139.4% | +272.8% | -133.3% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling