+5,953.7%
SOXL vs TWLO
+863.4%
+5,090.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.7% | -9.8% | -9.1% |
| 7D | +8.5% | -3.9% | +12.3% | +10.7% |
| 30D | -13.0% | -9.7% | -3.3% | -8.1% |
| 3M | -35.9% | +11.6% | -47.5% | -42.8% |
| 6M | +112.1% | +84.7% | +27.4% | +28.3% |
| YTD | +175.4% | +62.5% | +112.9% | +77.0% |
| 1Y | +304.9% | +121.7% | +183.2% | +111.6% |
| 3Y | +448.6% | +253.0% | +195.6% | +106.4% |
| 5Y | +156.1% | -32.5% | +188.6% | +160.0% |
| 10Y | +4,957.3% | +312.7% | +4,644.6% | +1,757.9% |
| All | +5,953.7% | +863.4% | +5,090.2% | +1,706.3% |
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 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