-42.1%
SQQQ vs TWLO
+82.0%
-124.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.5% | +3.6% |
| 7D | +4.1% | -3.9% | +8.0% | +3.2% |
| 30D | +4.6% | -9.7% | +14.3% | +2.8% |
| 3M | -10.4% | +11.6% | -22.0% | -7.3% |
| 6M | -42.1% | +84.7% | -126.8% | -25.6% |
| All | -42.1% | +82.0% | -124.1% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling