+1,550.1%
QLD vs TWLO
+742.1%
+808.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | -10.3% | -1.5% | -8.8% | -9.6% |
| 30D | -26.1% | -26.0% | -0.1% | -17.8% |
| 3M | -17.8% | +4.6% | -22.3% | -21.1% |
| 6M | -15.6% | +5.5% | -21.1% | -20.4% |
| YTD | +5.4% | +42.0% | -36.7% | -13.2% |
| 1Y | +5.2% | +58.5% | -53.2% | -16.9% |
| 3Y | +139.4% | +279.7% | -140.2% | +27.9% |
| 5Y | +66.7% | -35.0% | +101.7% | +53.7% |
| 10Y | +1,422.1% | +539.9% | +882.2% | +606.7% |
| All | +1,550.1% | +742.1% | +808.0% | +625.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling