+47.4%
TER vs TWLO
+67.1%
-19.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | +14.4% | +4.5% | +9.8% | +14.0% |
| 30D | -30.6% | -22.1% | -8.5% | -29.8% |
| 3M | -39.2% | -15.3% | -23.9% | -38.2% |
| 6M | -31.3% | +9.7% | -40.9% | -29.5% |
| YTD | +29.1% | +48.5% | -19.4% | +32.5% |
| 1Y | +47.4% | +70.3% | -22.9% | +41.4% |
| All | +47.4% | +67.1% | -19.6% | +41.4% |
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