-36.5%
SWKS vs TWLO
-30.7%
-5.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +9.4% | +4.5% | +4.9% | +8.4% |
| 30D | +17.0% | -22.1% | +39.1% | +22.5% |
| 3M | +28.9% | -15.3% | +44.2% | +31.5% |
| 6M | +33.1% | +9.7% | +23.5% | +26.2% |
| YTD | +44.8% | +48.5% | -3.7% | +25.8% |
| 1Y | +36.2% | +70.3% | -34.1% | +14.3% |
| 3Y | +11.5% | +261.4% | -249.9% | -27.3% |
| All | -36.5% | -30.7% | -5.9% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling