-48.8%
SE vs TWLO
+60.3%
-109.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +6.7% | -15.9% | +22.5% | +8.8% |
| 30D | -17.2% | -29.0% | +11.8% | -13.7% |
| 3M | -28.0% | +10.0% | -38.1% | -29.8% |
| 6M | -6.1% | +12.6% | -18.7% | -9.0% |
| YTD | -37.1% | +50.1% | -87.2% | -43.5% |
| 1Y | -48.8% | +64.3% | -113.0% | -54.9% |
| All | -48.8% | +60.3% | -109.1% | -54.9% |
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