+66.9%
T vs TWLO
+319.6%
-252.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | -2.4% | -3.9% | +1.4% | -2.3% |
| 30D | +4.3% | -9.7% | +14.0% | +4.6% |
| 3M | +11.6% | +11.6% | -0.1% | +11.0% |
| 6M | -5.6% | +84.7% | -90.3% | -7.8% |
| YTD | +6.6% | +62.5% | -55.9% | +4.4% |
| 1Y | -8.4% | +121.7% | -130.1% | -11.5% |
| 3Y | +107.8% | +253.0% | -145.1% | +94.5% |
| 5Y | +68.3% | -32.5% | +100.8% | +63.7% |
| All | +66.9% | +319.6% | -252.7% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling