+478.6%
SOXL vs TWLO
+246.3%
+232.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.9% | +6.2% |
| 7D | +3.9% | -2.4% | +6.3% | +5.1% |
| 30D | -14.3% | -7.8% | -6.5% | -10.8% |
| 3M | -45.6% | +10.0% | -55.6% | -50.6% |
| 6M | +117.2% | +79.5% | +37.7% | +31.3% |
| YTD | +189.8% | +59.8% | +130.0% | +86.5% |
| 1Y | +317.7% | +121.7% | +196.1% | +105.2% |
| 3Y | +478.6% | +240.8% | +237.8% | +81.4% |
| All | +478.6% | +246.3% | +232.3% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling