+7.5%
SMR vs TWLO
+29.8%
-22.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | +13.1% | +0.2% | +12.9% | +12.8% |
| 30D | +17.8% | -9.1% | +26.9% | +20.6% |
| 3M | +8.1% | +11.0% | -2.9% | +3.5% |
| 6M | -11.1% | +79.4% | -90.5% | -27.2% |
| YTD | -23.7% | +59.7% | -83.4% | -35.8% |
| 1Y | -69.4% | +112.3% | -181.7% | -76.3% |
| 3Y | +82.6% | +247.0% | -164.4% | +28.8% |
| All | +7.5% | +29.8% | -22.4% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling