+188.8%
SHEL vs TWLO
-33.6%
+222.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +0.9% |
| 7D | +4.1% | -2.4% | +6.5% | +4.2% |
| 30D | +8.4% | -7.8% | +16.2% | +8.7% |
| 3M | +13.7% | +10.0% | +3.7% | +13.0% |
| 6M | +12.7% | +79.5% | -66.8% | +9.1% |
| YTD | +35.3% | +59.8% | -24.5% | +31.6% |
| 1Y | +39.4% | +121.7% | -82.3% | +32.9% |
| 3Y | +71.5% | +240.8% | -169.3% | +57.5% |
| All | +188.8% | -33.6% | +222.4% | +202.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling