+244.4%
SCHD vs TWLO
+863.4%
-619.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -3.1% | -3.9% | +0.8% | -2.8% |
| 30D | -0.8% | -9.7% | +8.9% | -0.2% |
| 3M | +6.2% | +11.6% | -5.4% | +5.0% |
| 6M | +11.8% | +84.7% | -72.9% | +5.9% |
| YTD | +26.0% | +62.5% | -36.5% | +20.2% |
| 1Y | +28.1% | +121.7% | -93.6% | +19.1% |
| 3Y | +54.6% | +253.0% | -198.4% | +36.2% |
| 5Y | +60.3% | -32.5% | +92.8% | +53.3% |
| 10Y | +242.1% | +312.7% | -70.6% | +169.5% |
| All | +244.4% | +863.4% | -619.1% | +160.0% |
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