+154.8%
SO vs TWLO
+319.6%
-164.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | -1.1% | -3.9% | +2.7% | -1.1% |
| 30D | -3.7% | -9.7% | +5.9% | -3.5% |
| 3M | -5.9% | +11.6% | -17.5% | -6.3% |
| 6M | -7.3% | +84.7% | -92.0% | -9.2% |
| YTD | +3.1% | +62.5% | -59.4% | +1.3% |
| 1Y | -1.0% | +121.7% | -122.7% | -3.8% |
| 3Y | +43.2% | +253.0% | -209.7% | +35.5% |
| 5Y | +59.1% | -32.5% | +91.6% | +57.3% |
| All | +154.8% | +319.6% | -164.9% | +135.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling