-14.4%
SMR vs TWLO
+29.9%
-44.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.6% |
| 6M | -30.5% | +79.5% | -109.9% | -43.0% |
| YTD | -39.2% | +59.8% | -99.1% | -48.9% |
| 1Y | -75.5% | +121.7% | -197.2% | -81.3% |
| 3Y | +45.4% | +240.8% | -195.4% | +2.8% |
| All | -14.4% | +29.9% | -44.3% | -41.3% |
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