+4,921.3%
SOXL vs TWLO
+312.8%
+4,608.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.9% | +6.3% |
| 7D | +3.9% | -2.4% | +6.3% | +5.2% |
| 30D | -14.3% | -7.8% | -6.5% | -10.4% |
| 3M | -45.6% | +10.0% | -55.6% | -51.2% |
| 6M | +117.2% | +79.5% | +37.7% | +31.3% |
| YTD | +189.8% | +59.8% | +130.0% | +85.0% |
| 1Y | +317.7% | +121.7% | +196.1% | +112.6% |
| 3Y | +478.6% | +240.8% | +237.8% | +113.4% |
| 5Y | +169.5% | -33.6% | +203.1% | +177.3% |
| All | +4,921.3% | +312.8% | +4,608.5% | +1,567.3% |
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