+187.0%
SLV vs TWLO
+246.1%
-59.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | +2.2% | -9.1% | +11.4% | +2.8% |
| 3M | +2.9% | +11.0% | -8.1% | +1.8% |
| 6M | -22.4% | +79.4% | -101.8% | -26.4% |
| YTD | -5.7% | +59.7% | -65.5% | -10.2% |
| 1Y | +63.3% | +112.3% | -49.0% | +52.8% |
| All | +187.0% | +246.1% | -59.1% | +159.2% |
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