+562.3%
SE vs TWLO
+625.5%
-63.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.6% |
| 7D | -4.8% | -3.9% | -0.9% | -3.3% |
| 30D | -18.1% | -9.7% | -8.4% | -15.1% |
| 3M | +30.6% | +11.6% | +19.0% | +22.2% |
| 6M | +20.8% | +84.7% | -63.9% | -11.5% |
| YTD | -15.6% | +62.5% | -78.1% | -35.3% |
| 1Y | -44.2% | +121.7% | -165.9% | -63.3% |
| 3Y | +181.5% | +253.0% | -71.4% | +37.0% |
| 5Y | -66.9% | -32.5% | -34.4% | -70.6% |
| All | +562.3% | +625.5% | -63.2% | +204.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling