+1,918.5%
QLD vs TWLO
+871.2%
+1,047.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.5% | +1.4% |
| 7D | +0.6% | -2.0% | +2.6% | +1.2% |
| 30D | -0.1% | +20.6% | -20.7% | -8.0% |
| 3M | -8.4% | -1.5% | -6.8% | -9.5% |
| 6M | +32.2% | +89.4% | -57.2% | -0.2% |
| YTD | +28.9% | +63.8% | -34.9% | +1.9% |
| 1Y | +43.8% | +119.7% | -75.9% | +0.7% |
| 3Y | +176.6% | +256.1% | -79.5% | +53.2% |
| 5Y | +121.6% | -36.6% | +158.1% | +105.2% |
| 10Y | +1,652.9% | +304.3% | +1,348.6% | +730.5% |
| All | +1,918.5% | +871.2% | +1,047.3% | +752.1% |
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