+37.3%
SWKS vs TWLO
+871.2%
-833.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 3M | -7.4% | -1.5% | -5.8% | -8.0% |
| 6M | +32.7% | +89.4% | -56.8% | +12.9% |
| YTD | +19.2% | +63.8% | -44.6% | +3.9% |
| 1Y | +2.4% | +119.7% | -117.3% | -16.8% |
| 3Y | -25.6% | +256.1% | -281.7% | -47.8% |
| 5Y | -53.4% | -36.6% | -16.9% | -57.0% |
| 10Y | +23.2% | +304.3% | -281.2% | -26.1% |
| All | +37.3% | +871.2% | -833.8% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling