+182.5%
SHEL vs TWLO
+863.4%
-680.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.3% |
| 7D | +3.9% | -3.9% | +7.8% | +4.2% |
| 30D | +7.0% | -9.7% | +16.7% | +7.6% |
| 3M | +12.5% | +11.6% | +0.9% | +11.2% |
| 6M | +14.8% | +84.7% | -69.9% | +8.9% |
| YTD | +34.2% | +62.5% | -28.3% | +28.2% |
| 1Y | +37.0% | +121.7% | -84.7% | +27.5% |
| 3Y | +70.9% | +253.0% | -182.1% | +50.7% |
| 5Y | +192.5% | -32.5% | +225.0% | +186.4% |
| 10Y | +208.5% | +312.7% | -104.3% | +131.9% |
| All | +182.5% | +863.4% | -680.9% | +90.3% |
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