-53.0%
SWKS vs TWLO
-36.3%
-16.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +4.2% |
| 7D | +12.5% | -2.0% | +14.5% | +12.9% |
| 30D | +10.5% | +20.6% | -10.1% | +5.3% |
| 3M | -7.4% | -1.5% | -5.8% | -8.0% |
| 6M | +32.7% | +89.4% | -56.8% | +11.9% |
| YTD | +19.2% | +63.8% | -44.6% | +3.2% |
| 1Y | +2.4% | +119.7% | -117.3% | -18.0% |
| 3Y | -25.6% | +256.1% | -281.7% | -49.9% |
| All | -53.0% | -36.3% | -16.7% | -59.6% |
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