+176.1%
SO vs TWLO
+784.6%
-608.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -1.4% |
| 7D | -0.9% | +5.6% | -6.5% | -1.0% |
| 30D | +4.9% | -24.6% | +29.6% | +5.5% |
| 3M | +0.8% | -14.0% | +14.7% | +0.9% |
| 6M | +0.6% | +10.1% | -9.5% | 0.0% |
| YTD | +8.7% | +49.2% | -40.5% | +6.9% |
| 1Y | +4.0% | +65.2% | -61.3% | +2.0% |
| 3Y | +50.6% | +260.7% | -210.1% | +42.7% |
| 5Y | +77.5% | -30.2% | +107.7% | +74.7% |
| 10Y | +192.0% | +572.4% | -380.4% | +170.1% |
| All | +176.1% | +784.6% | -608.4% | +158.6% |
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