+605.7%
QQQ vs TWLO
+847.0%
-241.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | -0.6% | -9.1% | +8.5% | +0.9% |
| 3M | +1.3% | +11.0% | -9.7% | -1.5% |
| 6M | +18.1% | +79.4% | -61.2% | +3.8% |
| YTD | +16.9% | +59.7% | -42.8% | +4.4% |
| 1Y | +24.0% | +112.3% | -88.3% | +4.4% |
| 3Y | +95.6% | +247.0% | -151.3% | +45.0% |
| 5Y | +94.5% | -35.6% | +130.1% | +80.6% |
| 10Y | +571.7% | +305.7% | +266.0% | +335.2% |
| All | +605.7% | +847.0% | -241.3% | +331.8% |
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 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