+214.8%
TER vs TWLO
+115.0%
+99.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.3% | -3.6% |
| 7D | +9.4% | -3.9% | +13.3% | +9.5% |
| 30D | -2.4% | -9.7% | +7.3% | -2.2% |
| 3M | +6.5% | +11.6% | -5.1% | +5.9% |
| 6M | +23.2% | +84.7% | -61.5% | +14.9% |
| YTD | +91.5% | +62.5% | +29.0% | +83.4% |
| 1Y | +214.8% | +121.7% | +93.1% | +176.9% |
| All | +214.8% | +115.0% | +99.8% | +176.9% |
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 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