+95.7%
QQQ vs TWLO
-33.6%
+129.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | -0.6% | -2.4% | +1.8% | -0.1% |
| 30D | -1.2% | -7.8% | +6.6% | +0.2% |
| 3M | -0.2% | +10.0% | -10.2% | -3.0% |
| 6M | +17.9% | +79.5% | -61.6% | +2.2% |
| YTD | +16.6% | +59.8% | -43.2% | +3.1% |
| 1Y | +23.0% | +121.7% | -98.7% | +0.7% |
| 3Y | +92.9% | +240.8% | -147.9% | +37.4% |
| All | +95.7% | -33.6% | +129.3% | +76.8% |
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