-17.9%
TMUS vs TWLO
+61.4%
-79.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -1.1% |
| 7D | +6.5% | +5.6% | +0.9% | +7.2% |
| 30D | +11.3% | -24.6% | +35.9% | +8.3% |
| 3M | -2.9% | -14.0% | +11.1% | -4.2% |
| 6M | -10.5% | +10.1% | -20.6% | -9.7% |
| YTD | -14.4% | +49.2% | -63.6% | -9.8% |
| 1Y | -17.9% | +65.2% | -83.1% | -12.4% |
| All | -17.9% | +61.4% | -79.2% | -12.4% |
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