+67.2%
QLD vs TWLO
-34.7%
+101.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -10.3% | -1.5% | -8.8% | -9.6% |
| 30D | -26.1% | -26.0% | -0.1% | -17.2% |
| 3M | -17.8% | +4.6% | -22.3% | -21.5% |
| 6M | -15.6% | +5.5% | -21.1% | -21.1% |
| YTD | +5.4% | +42.0% | -36.7% | -15.5% |
| 1Y | +5.2% | +58.5% | -53.2% | -19.6% |
| 3Y | +139.4% | +279.7% | -140.2% | +12.8% |
| All | +67.2% | -34.7% | +101.9% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling