-75.5%
SMR vs TWLO
+117.0%
-192.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.6% | -14.0% | -15.2% |
| 7D | -11.2% | -2.4% | -8.8% | -10.7% |
| 30D | -10.2% | -7.8% | -2.4% | -8.4% |
| 3M | -10.0% | +10.0% | -20.1% | -13.3% |
| 6M | -30.5% | +79.5% | -109.9% | -46.5% |
| YTD | -39.2% | +59.8% | -99.1% | -51.7% |
| 1Y | -75.5% | +121.7% | -197.2% | -83.8% |
| All | -75.5% | +117.0% | -192.5% | -83.8% |
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