-44.2%
SE vs TWLO
+115.0%
-159.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.2% |
| 7D | -4.8% | -3.9% | -0.9% | -4.2% |
| 30D | -18.1% | -9.7% | -8.4% | -16.9% |
| 3M | +30.6% | +11.6% | +19.0% | +28.0% |
| 6M | +20.8% | +84.7% | -63.9% | +6.2% |
| YTD | -15.6% | +62.5% | -78.1% | -24.1% |
| 1Y | -44.2% | +121.7% | -165.9% | -53.2% |
| All | -44.2% | +115.0% | -159.2% | -53.2% |
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