+41.9%
TMUS vs TWLO
-35.1%
+77.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.4% |
| 7D | -5.3% | +0.2% | -5.5% | -5.3% |
| 30D | +0.1% | -9.1% | +9.2% | +0.5% |
| 3M | -0.6% | +11.0% | -11.6% | -1.3% |
| 6M | -17.5% | +79.4% | -96.9% | -20.5% |
| YTD | -11.3% | +59.7% | -71.0% | -14.0% |
| 1Y | -25.4% | +112.3% | -137.7% | -29.3% |
| 3Y | +35.5% | +247.0% | -211.4% | +20.0% |
| 5Y | +41.9% | -35.6% | +77.5% | +41.6% |
| All | +41.9% | -35.1% | +77.0% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling