-40.9%
SE vs TWLO
+123.2%
-164.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.4% |
| 7D | -6.1% | -2.0% | -4.1% | -5.8% |
| 30D | -2.5% | +20.6% | -23.0% | -5.4% |
| 3M | +21.7% | -1.5% | +23.3% | +21.8% |
| 6M | +27.0% | +89.4% | -62.4% | +11.4% |
| YTD | -12.1% | +63.8% | -75.9% | -21.0% |
| 1Y | -40.9% | +119.7% | -160.6% | -50.1% |
| All | -40.9% | +123.2% | -164.1% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling