+73.6%
SLB vs TWLO
-26.8%
+100.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.3% | +2.0% |
| 7D | -1.2% | +2.8% | -4.0% | -1.4% |
| 30D | +4.5% | -22.4% | +26.8% | +6.1% |
| 3M | -4.6% | -14.2% | +9.7% | -3.9% |
| 6M | -6.3% | +10.5% | -16.8% | -7.6% |
| YTD | +35.0% | +54.3% | -19.3% | +29.0% |
| 1Y | +38.8% | +68.0% | -29.2% | +31.7% |
| 3Y | +3.3% | +273.0% | -269.7% | -9.2% |
| 5Y | +73.6% | -26.3% | +100.0% | +61.0% |
| All | +73.6% | -26.8% | +100.5% | +61.0% |
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