+172.7%
SLV vs TWLO
-35.1%
+207.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 3M | +2.9% | +11.0% | -8.1% | +2.1% |
| 6M | -22.4% | +79.4% | -101.8% | -25.3% |
| YTD | -5.7% | +59.7% | -65.5% | -8.8% |
| 1Y | +63.3% | +112.3% | -49.0% | +55.7% |
| 3Y | +189.0% | +247.0% | -58.0% | +166.8% |
| 5Y | +172.7% | -35.6% | +208.2% | +162.6% |
| All | +172.7% | -35.1% | +207.7% | +162.6% |
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