+86.8%
SCHW vs TWLO
+246.3%
-159.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | -1.9% | -2.4% | +0.5% | -1.6% |
| 30D | -1.6% | -7.8% | +6.2% | -0.8% |
| 3M | +21.3% | +10.0% | +11.2% | +19.3% |
| 6M | +16.5% | +79.5% | -63.0% | +6.2% |
| YTD | +8.4% | +59.8% | -51.4% | +0.1% |
| 1Y | +15.6% | +121.7% | -106.0% | +1.1% |
| 3Y | +86.8% | +240.8% | -154.0% | +45.3% |
| All | +86.8% | +246.3% | -159.5% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling