+57.9%
SO vs TWLO
-35.1%
+92.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -2.5% | -9.1% | +6.7% | -2.4% |
| 3M | -4.2% | +11.0% | -15.2% | -4.2% |
| 6M | -7.7% | +79.4% | -87.0% | -8.2% |
| YTD | +3.8% | +59.7% | -55.9% | +3.3% |
| 1Y | +0.1% | +112.3% | -112.3% | -0.9% |
| 3Y | +44.2% | +247.0% | -202.8% | +40.3% |
| 5Y | +57.9% | -35.6% | +93.4% | +47.1% |
| All | +57.9% | -35.1% | +92.9% | +47.1% |
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