+42.3%
SWKS vs TWLO
+298.6%
-256.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.4% |
| 7D | +6.8% | +0.2% | +6.6% | +6.6% |
| 30D | +11.3% | -9.1% | +20.4% | +13.2% |
| 3M | +4.1% | +11.0% | -6.9% | +0.7% |
| 6M | +39.7% | +79.4% | -39.7% | +19.7% |
| YTD | +23.2% | +59.7% | -36.5% | +7.6% |
| 1Y | +5.3% | +112.3% | -107.0% | -14.4% |
| 3Y | -15.1% | +247.0% | -262.1% | -40.8% |
| 5Y | -50.3% | -35.6% | -14.8% | -54.2% |
| 10Y | +42.3% | +305.7% | -263.3% | -18.5% |
| All | +42.3% | +298.6% | -256.2% | -18.5% |
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