-6.4%
T vs TWLO
+60.3%
-66.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.0% |
| 7D | +5.5% | -15.9% | +21.3% | +3.9% |
| 30D | -8.9% | -29.0% | +20.1% | -11.3% |
| 3M | -5.6% | +10.0% | -15.6% | -4.7% |
| 6M | -14.3% | +12.6% | -26.8% | -12.9% |
| YTD | -7.9% | +50.1% | -58.0% | -1.5% |
| 1Y | -6.4% | +64.3% | -70.7% | +1.0% |
| All | -6.4% | +60.3% | -66.7% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling