+175.8%
SLV vs TWLO
+566.1%
-390.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -5.8% | +4.5% | -10.4% | -6.1% |
| 30D | -12.1% | -22.1% | +10.0% | -11.0% |
| 3M | -24.1% | -15.3% | -8.8% | -23.6% |
| 6M | -44.4% | +9.7% | -54.0% | -44.9% |
| YTD | -31.5% | +48.5% | -80.0% | -33.5% |
| 1Y | -6.9% | +70.3% | -77.3% | -10.3% |
| 3Y | +116.0% | +261.4% | -145.4% | +98.4% |
| 5Y | +88.4% | -30.6% | +119.0% | +83.4% |
| All | +175.8% | +566.1% | -390.3% | +140.2% |
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 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