+277.2%
TER vs TWLO
+238.8%
+38.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.3% | +4.7% |
| 7D | +11.0% | -1.2% | +12.2% | +11.0% |
| 30D | -1.9% | -6.4% | +4.5% | -1.0% |
| 3M | -0.7% | +6.3% | -6.9% | -2.9% |
| 6M | +36.4% | +76.4% | -40.1% | +15.8% |
| YTD | +92.4% | +58.8% | +33.6% | +66.8% |
| 1Y | +213.5% | +107.1% | +106.4% | +149.5% |
| 3Y | +277.2% | +245.0% | +32.3% | +127.7% |
| All | +277.2% | +238.8% | +38.5% | +127.7% |
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