-19.1%
TMUS vs TWLO
+67.1%
-86.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.7% |
| 7D | +4.9% | +4.5% | +0.4% | +5.5% |
| 30D | +7.7% | -22.1% | +29.8% | +5.1% |
| 3M | -6.8% | -15.3% | +8.5% | -8.2% |
| 6M | -9.7% | +9.7% | -19.3% | -8.9% |
| YTD | -15.0% | +48.5% | -63.4% | -10.3% |
| 1Y | -19.1% | +70.3% | -89.5% | -13.8% |
| All | -19.1% | +67.1% | -86.2% | -13.8% |
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