+89.2%
TER vs TWLO
-26.8%
+116.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.5% | +5.8% | +7.7% |
| 7D | +5.9% | +2.8% | +3.1% | +5.5% |
| 30D | -30.8% | -22.4% | -8.4% | -26.5% |
| 3M | -29.9% | -14.2% | -15.7% | -27.8% |
| 6M | -27.5% | +10.5% | -38.0% | -30.9% |
| YTD | +37.5% | +54.3% | -16.8% | +17.5% |
| 1Y | +50.3% | +68.0% | -17.7% | +25.3% |
| 3Y | +204.9% | +273.0% | -68.1% | +92.7% |
| 5Y | +89.2% | -26.3% | +115.5% | +79.5% |
| All | +89.2% | -26.8% | +116.0% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling