+196.4%
SE vs TWLO
+244.1%
-47.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.7% |
| 7D | +0.6% | -1.2% | +1.8% | +0.8% |
| 30D | -0.1% | -6.4% | +6.3% | +1.2% |
| 3M | +34.1% | +6.3% | +27.9% | +31.3% |
| 6M | +23.2% | +76.4% | -53.2% | +5.3% |
| YTD | -11.2% | +58.8% | -70.0% | -22.4% |
| 1Y | -40.5% | +107.1% | -147.6% | -51.9% |
| All | +196.4% | +244.1% | -47.7% | +128.7% |
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