+1,762.3%
TER vs TWLO
+871.2%
+891.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.1% | +8.6% | +6.2% |
| 7D | +0.6% | -2.0% | +2.6% | +1.0% |
| 30D | -8.3% | +20.6% | -28.9% | -13.0% |
| 3M | -12.2% | -1.5% | -10.7% | -13.1% |
| 6M | +17.1% | +89.4% | -72.4% | -2.4% |
| YTD | +84.7% | +63.8% | +20.9% | +58.1% |
| 1Y | +199.9% | +119.7% | +80.2% | +138.0% |
| 3Y | +232.8% | +256.1% | -23.4% | +126.6% |
| 5Y | +198.6% | -36.6% | +235.1% | +174.3% |
| 10Y | +1,669.7% | +304.3% | +1,365.4% | +922.1% |
| All | +1,762.3% | +871.2% | +891.1% | +847.7% |
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