+305.7%
TMUS vs TWLO
+319.6%
-14.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -5.8% | -3.9% | -1.9% | -5.4% |
| 30D | -0.2% | -9.7% | +9.5% | +0.6% |
| 3M | -4.0% | +11.6% | -15.6% | -5.4% |
| 6M | -18.1% | +84.7% | -102.8% | -23.8% |
| YTD | -11.3% | +62.5% | -73.8% | -16.7% |
| 1Y | -24.7% | +121.7% | -146.5% | -31.9% |
| 3Y | +35.4% | +253.0% | -217.6% | +12.6% |
| 5Y | +42.4% | -32.5% | +74.9% | +39.0% |
| All | +305.7% | +319.6% | -14.0% | +193.1% |
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 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