-73.1%
SMR vs TWLO
+123.2%
-196.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.3% |
| 7D | +4.4% | -2.0% | +6.4% | +4.9% |
| 30D | +3.4% | +20.6% | -17.2% | -2.4% |
| 3M | -19.2% | -1.5% | -17.6% | -18.9% |
| 6M | -22.6% | +89.4% | -112.1% | -41.1% |
| YTD | -31.5% | +63.8% | -95.3% | -45.6% |
| 1Y | -73.1% | +119.7% | -192.8% | -81.6% |
| All | -73.1% | +123.2% | -196.3% | -81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling