+36.2%
TMUS vs TWLO
+244.1%
-207.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | 0.0% |
| 7D | -0.3% | -1.2% | +0.9% | -0.3% |
| 30D | +3.1% | -6.4% | +9.5% | +3.0% |
| 3M | +2.4% | +6.3% | -3.9% | +2.7% |
| 6M | -17.1% | +76.4% | -93.5% | -16.4% |
| YTD | -9.1% | +58.8% | -67.9% | -8.1% |
| 1Y | -23.6% | +107.1% | -130.7% | -23.2% |
| All | +36.2% | +244.1% | -207.8% | +33.7% |
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