-14.8%
SLB vs TWLO
+784.6%
-799.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.2% |
| 7D | +2.6% | +5.6% | -3.0% | +2.1% |
| 30D | +4.4% | -24.6% | +29.0% | +6.6% |
| 3M | -2.7% | -14.0% | +11.2% | -2.0% |
| 6M | -7.5% | +10.1% | -17.6% | -9.2% |
| YTD | +34.8% | +49.2% | -14.4% | +28.1% |
| 1Y | +44.6% | +65.2% | -20.6% | +36.1% |
| 3Y | +3.2% | +260.7% | -257.5% | -11.0% |
| 5Y | +73.6% | -30.2% | +103.8% | +65.8% |
| 10Y | -14.3% | +572.4% | -586.7% | -38.3% |
| All | -14.8% | +784.6% | -799.3% | -40.5% |
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 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