+52.5%
SWKS vs TWLO
+742.1%
-689.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.0% |
| 3M | +23.0% | +4.6% | +18.4% | +19.5% |
| 6M | +27.6% | +5.5% | +22.1% | +22.5% |
| YTD | +32.3% | +42.0% | -9.7% | +17.4% |
| 1Y | +20.1% | +58.5% | -38.3% | +4.0% |
| 3Y | +0.6% | +279.7% | -279.0% | -31.2% |
| 5Y | -42.3% | -35.0% | -7.4% | -47.2% |
| 10Y | +35.9% | +539.9% | -504.0% | -19.7% |
| All | +52.5% | +742.1% | -689.6% | -15.0% |
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