-5.9%
SLB vs TWLO
+319.6%
-325.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.0% |
| 7D | -2.4% | -3.9% | +1.4% | -2.1% |
| 30D | +4.9% | -9.7% | +14.6% | +5.7% |
| 3M | +1.4% | +11.6% | -10.2% | +0.1% |
| 6M | +17.6% | +84.7% | -67.0% | +10.4% |
| YTD | +48.3% | +62.5% | -14.2% | +40.3% |
| 1Y | +58.7% | +121.7% | -63.0% | +45.4% |
| 3Y | +0.6% | +253.0% | -252.4% | -13.2% |
| 5Y | +133.6% | -32.5% | +166.1% | +124.4% |
| All | -5.9% | +319.6% | -325.5% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling