-100.0%
SQQQ vs TWLO
+312.8%
-412.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -3.5% |
| 7D | +1.8% | -2.4% | +4.2% | +0.4% |
| 30D | +4.2% | -7.8% | +12.0% | +0.1% |
| 3M | -3.3% | +10.0% | -13.3% | +4.0% |
| 6M | -43.6% | +79.5% | -123.1% | -17.0% |
| YTD | -41.9% | +59.8% | -101.7% | -18.6% |
| 1Y | -50.6% | +121.7% | -172.3% | -14.0% |
| 3Y | -89.3% | +240.8% | -330.1% | -70.0% |
| 5Y | -94.8% | -33.6% | -61.2% | -90.2% |
| All | -100.0% | +312.8% | -412.7% | -99.7% |
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