+3.4%
SLB vs TWLO
+261.1%
-257.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +3.5% | +4.5% | -1.0% | +3.1% |
| 30D | +6.5% | -22.1% | +28.6% | +8.4% |
| 3M | -0.2% | -15.3% | +15.1% | +0.6% |
| 6M | -5.7% | +9.7% | -15.4% | -7.4% |
| YTD | +36.8% | +48.5% | -11.7% | +29.4% |
| 1Y | +45.8% | +70.3% | -24.6% | +35.2% |
| 3Y | +3.4% | +261.4% | -258.1% | -20.2% |
| All | +3.4% | +261.1% | -257.7% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling