-21.2%
TMUS vs TWLO
+60.3%
-81.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +7.5% | -15.9% | +23.4% | +5.6% |
| 30D | -3.3% | -29.0% | +25.7% | -6.2% |
| 3M | -9.7% | +10.0% | -19.7% | -9.1% |
| 6M | -17.2% | +12.6% | -29.8% | -16.3% |
| YTD | -20.3% | +50.1% | -70.4% | -15.8% |
| 1Y | -21.2% | +64.3% | -85.5% | -16.1% |
| All | -21.2% | +60.3% | -81.5% | -16.1% |
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