-36.0%
SQQQ vs TWLO
+60.3%
-96.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +14.6% | -15.9% | +30.4% | +9.6% |
| 30D | +28.9% | -29.0% | +57.9% | +18.8% |
| 3M | +13.1% | +10.0% | +3.1% | +19.0% |
| 6M | -15.2% | +12.6% | -27.8% | -9.2% |
| YTD | -37.0% | +50.1% | -87.1% | -22.9% |
| 1Y | -36.0% | +64.3% | -100.2% | -13.3% |
| All | -36.0% | +60.3% | -96.2% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling