+589.4%
SE vs TWLO
+631.3%
-41.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.4% |
| 7D | -6.1% | -2.0% | -4.1% | -5.4% |
| 30D | -2.5% | +20.6% | -23.0% | -11.1% |
| 3M | +21.7% | -1.5% | +23.3% | +19.9% |
| 6M | +27.0% | +89.4% | -62.4% | -7.8% |
| YTD | -12.1% | +63.8% | -75.9% | -32.9% |
| 1Y | -40.9% | +119.7% | -160.6% | -61.0% |
| 3Y | +191.0% | +256.1% | -65.1% | +41.2% |
| 5Y | -68.3% | -36.6% | -31.7% | -71.2% |
| All | +589.4% | +631.3% | -41.9% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling