+179.5%
SO vs TWLO
+780.4%
-600.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +1.4% | +4.5% | -3.2% | +1.3% |
| 30D | +4.7% | -22.1% | +26.8% | +5.2% |
| 3M | +1.7% | -15.3% | +17.0% | +1.9% |
| 6M | +2.2% | +9.7% | -7.5% | +1.5% |
| YTD | +10.0% | +48.5% | -38.5% | +8.2% |
| 1Y | +6.0% | +70.3% | -64.3% | +3.9% |
| 3Y | +54.1% | +261.4% | -207.3% | +46.0% |
| 5Y | +79.6% | -30.6% | +110.2% | +76.8% |
| 10Y | +195.5% | +569.2% | -373.7% | +173.4% |
| All | +179.5% | +780.4% | -600.9% | +161.8% |
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