+1,201.7%
TER vs TWLO
+780.4%
+421.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | +14.4% | +4.5% | +9.8% | +13.3% |
| 30D | -30.6% | -22.1% | -8.5% | -26.5% |
| 3M | -39.2% | -15.3% | -23.9% | -37.2% |
| 6M | -31.3% | +9.7% | -40.9% | -34.3% |
| YTD | +29.1% | +48.5% | -19.4% | +12.7% |
| 1Y | +47.4% | +70.3% | -22.9% | +24.5% |
| 3Y | +191.2% | +261.4% | -70.2% | +97.3% |
| 5Y | +74.0% | -30.6% | +104.5% | +58.0% |
| 10Y | +1,005.1% | +569.2% | +435.8% | +511.1% |
| All | +1,201.7% | +780.4% | +421.3% | +575.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling