-43.6%
SWKS vs TWLO
-34.7%
-8.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -6.2% | -1.5% | -4.7% | -5.9% |
| 30D | -1.5% | -26.0% | +24.5% | +4.2% |
| 3M | +23.0% | +4.6% | +18.4% | +19.0% |
| 6M | +27.6% | +5.5% | +22.1% | +22.0% |
| YTD | +32.3% | +42.0% | -9.7% | +16.0% |
| 1Y | +20.1% | +58.5% | -38.3% | +2.4% |
| 3Y | +0.6% | +279.7% | -279.0% | -35.4% |
| All | -43.6% | -34.7% | -8.8% | -46.1% |
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