+92.7%
SLV vs TWLO
-29.1%
+121.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -3.1% |
| 7D | -3.9% | +5.6% | -9.5% | -4.2% |
| 30D | -15.6% | -24.6% | +9.0% | -14.3% |
| 3M | -23.6% | -14.0% | -9.7% | -23.1% |
| 6M | -42.6% | +10.1% | -52.6% | -43.1% |
| YTD | -30.0% | +49.2% | -79.2% | -32.0% |
| 1Y | -6.6% | +65.2% | -71.9% | -9.8% |
| 3Y | +121.8% | +260.7% | -138.8% | +105.0% |
| 5Y | +92.7% | -30.2% | +122.9% | +79.5% |
| All | +92.7% | -29.1% | +121.8% | +79.5% |
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 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