-14.3%
TEAM vs TWLO
+261.1%
-275.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -2.4% | +4.5% | -7.0% | -5.1% |
| 30D | -26.7% | -22.1% | -4.6% | -16.1% |
| 3M | -9.6% | -15.3% | +5.7% | -3.4% |
| 6M | +86.0% | +9.7% | +76.4% | +70.4% |
| YTD | -7.5% | +48.5% | -56.0% | -27.3% |
| 1Y | -1.4% | +70.3% | -71.7% | -26.9% |
| 3Y | -14.3% | +261.4% | -275.7% | -58.5% |
| All | -14.3% | +261.1% | -275.4% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling