+46.0%
SWKS vs TWLO
+606.2%
-560.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.5% | +3.5% | +5.4% |
| 7D | +5.7% | +2.8% | +2.9% | +5.0% |
| 30D | +17.3% | -22.4% | +39.7% | +23.1% |
| 3M | +28.3% | -14.2% | +42.5% | +30.6% |
| 6M | +26.1% | +10.5% | +15.5% | +19.6% |
| YTD | +41.1% | +54.3% | -13.2% | +22.1% |
| 1Y | +31.4% | +68.0% | -36.6% | +11.4% |
| 3Y | +7.3% | +273.0% | -265.7% | -28.1% |
| 5Y | -37.7% | -26.3% | -11.4% | -44.4% |
| 10Y | +46.0% | +595.4% | -549.4% | -22.0% |
| All | +46.0% | +606.2% | -560.1% | -22.0% |
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