+11.5%
SWKS vs TWLO
+261.1%
-249.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +9.4% | +4.5% | +4.9% | +8.6% |
| 30D | +17.0% | -22.1% | +39.1% | +21.2% |
| 3M | +28.9% | -15.3% | +44.2% | +30.7% |
| 6M | +33.1% | +9.7% | +23.5% | +27.3% |
| YTD | +44.8% | +48.5% | -3.7% | +28.6% |
| 1Y | +36.2% | +70.3% | -34.1% | +17.1% |
| 3Y | +11.5% | +261.4% | -249.9% | -28.7% |
| All | +11.5% | +261.1% | -249.6% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling