+33.3%
SHEL vs TWLO
+123.2%
-89.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.6% |
| 7D | +2.2% | -2.0% | +4.3% | +2.2% |
| 30D | +6.8% | +20.6% | -13.7% | +7.1% |
| 3M | +8.1% | -1.5% | +9.7% | +8.3% |
| 6M | +14.4% | +89.4% | -75.0% | +15.9% |
| YTD | +30.0% | +63.8% | -33.8% | +31.4% |
| 1Y | +33.3% | +119.7% | -86.4% | +33.9% |
| All | +33.3% | +123.2% | -89.9% | +33.9% |
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