+152.0%
QQQM vs TWLO
-31.8%
+183.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | -0.1% | +10.0% | -10.1% | -2.8% |
| 6M | +18.0% | +79.5% | -61.5% | +2.5% |
| YTD | +16.7% | +59.8% | -43.1% | +3.3% |
| 1Y | +23.0% | +121.7% | -98.6% | +1.0% |
| 3Y | +93.3% | +240.8% | -147.5% | +38.7% |
| 5Y | +96.3% | -33.6% | +129.9% | +81.0% |
| All | +152.0% | -31.8% | +183.8% | +129.3% |
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