+146.0%
QLD vs TWLO
+261.1%
-115.1%
-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% | -2.3% |
| 7D | +7.0% | +4.5% | +2.5% | +5.6% |
| 30D | -14.3% | -22.1% | +7.8% | -8.0% |
| 3M | -16.0% | -15.3% | -0.7% | -12.6% |
| 6M | -14.2% | +9.7% | -23.9% | -19.0% |
| YTD | +12.8% | +48.5% | -35.7% | -5.9% |
| 1Y | +14.1% | +70.3% | -56.3% | -9.7% |
| 3Y | +146.0% | +261.4% | -115.5% | +41.4% |
| All | +146.0% | +261.1% | -115.1% | +41.4% |
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