+328.6%
TMO vs TWLO
+312.8%
+15.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | -0.6% | -2.4% | +1.8% | -0.3% |
| 30D | +1.1% | -7.8% | +8.9% | +2.1% |
| 3M | +28.3% | +10.0% | +18.3% | +26.1% |
| 6M | +23.3% | +79.5% | -56.2% | +12.5% |
| YTD | +5.5% | +59.8% | -54.4% | -2.6% |
| 1Y | +24.5% | +121.7% | -97.1% | +9.7% |
| 3Y | +19.6% | +240.8% | -221.2% | -3.5% |
| 5Y | +8.1% | -33.6% | +41.7% | +2.1% |
| All | +328.6% | +312.8% | +15.9% | +214.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling