-26.5%
TMUS vs TWLO
+123.2%
-149.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.3% | -3.7% |
| 7D | +0.1% | -2.0% | +2.1% | 0.0% |
| 30D | +5.3% | +20.6% | -15.3% | +7.1% |
| 3M | +3.1% | -1.5% | +4.7% | +3.4% |
| 6M | -16.5% | +89.4% | -105.9% | -10.5% |
| YTD | -9.2% | +63.8% | -73.0% | -3.5% |
| 1Y | -26.5% | +119.7% | -146.2% | -19.4% |
| All | -26.5% | +123.2% | -149.7% | -19.4% |
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