+239.9%
TMUS vs TWLO
+569.2%
-329.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.4% |
| 7D | +6.5% | +5.6% | +0.9% | +6.0% |
| 30D | +11.3% | -24.6% | +35.9% | +13.5% |
| 3M | -2.9% | -14.0% | +11.1% | -2.5% |
| 6M | -10.5% | +10.1% | -20.6% | -12.8% |
| YTD | -14.4% | +49.2% | -63.6% | -19.7% |
| 1Y | -17.9% | +65.2% | -83.1% | -23.9% |
| 3Y | +21.9% | +260.7% | -238.8% | -0.4% |
| 5Y | +52.1% | -30.2% | +82.4% | +46.7% |
| All | +239.9% | +569.2% | -329.3% | +136.4% |
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 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