+25.8%
TMO vs TWLO
+123.2%
-97.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.4% | -0.5% |
| 7D | -1.4% | -2.0% | +0.7% | -1.2% |
| 30D | +6.2% | +20.6% | -14.4% | +4.6% |
| 3M | +27.5% | -1.5% | +29.0% | +27.2% |
| 6M | +20.0% | +89.4% | -69.5% | +12.3% |
| YTD | +6.1% | +63.8% | -57.7% | +0.5% |
| 1Y | +25.8% | +119.7% | -93.9% | +16.9% |
| All | +25.8% | +123.2% | -97.4% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling