+23.0%
TMUS vs TWLO
+275.2%
-252.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.6% | +2.0% |
| 7D | +8.2% | +2.8% | +5.4% | +8.3% |
| 30D | +13.4% | -22.4% | +35.7% | +12.3% |
| 3M | -3.0% | -14.2% | +11.2% | -3.6% |
| 6M | -8.8% | +10.5% | -19.3% | -8.5% |
| YTD | -13.8% | +54.3% | -68.1% | -12.7% |
| 1Y | -17.1% | +68.0% | -85.1% | -16.0% |
| All | +23.0% | +275.2% | -252.2% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling