+2.9%
SWKS vs TWLO
+106.8%
-103.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.9% | +2.1% |
| 7D | +11.8% | -1.2% | +13.0% | +11.9% |
| 30D | +6.7% | -6.4% | +13.1% | +7.2% |
| 3M | 0.0% | +6.3% | -6.3% | -1.3% |
| 6M | +38.7% | +76.4% | -37.7% | +29.4% |
| YTD | +21.4% | +58.8% | -37.5% | +14.0% |
| 1Y | +2.9% | +107.1% | -104.2% | -6.9% |
| All | +2.9% | +106.8% | -103.9% | -6.9% |
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