+228.2%
TER vs TWLO
-35.1%
+263.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.6% | +3.0% |
| 7D | +12.4% | +0.2% | +12.2% | +12.1% |
| 30D | +5.1% | -9.1% | +14.3% | +7.0% |
| 3M | +4.0% | +11.0% | -7.0% | +0.1% |
| 6M | +29.5% | +79.4% | -49.8% | +8.8% |
| YTD | +98.5% | +59.7% | +38.7% | +70.1% |
| 1Y | +234.1% | +112.3% | +121.8% | +164.2% |
| 3Y | +289.0% | +247.0% | +42.1% | +158.8% |
| 5Y | +228.2% | -35.6% | +263.7% | +156.6% |
| All | +228.2% | -35.1% | +263.2% | +156.6% |
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