+237.8%
TMUS vs TWLO
+566.1%
-328.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.6% |
| 7D | +4.9% | +4.5% | +0.4% | +4.5% |
| 30D | +7.7% | -22.1% | +29.8% | +9.5% |
| 3M | -6.8% | -15.3% | +8.5% | -6.3% |
| 6M | -9.7% | +9.7% | -19.3% | -12.0% |
| YTD | -15.0% | +48.5% | -63.4% | -20.2% |
| 1Y | -19.1% | +70.3% | -89.5% | -25.3% |
| 3Y | +21.4% | +261.4% | -240.0% | -0.8% |
| 5Y | +51.2% | -30.6% | +81.7% | +45.8% |
| All | +237.8% | +566.1% | -328.3% | +135.0% |
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