+52.8%
TMUS vs TWLO
-26.8%
+79.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.6% | +1.8% |
| 7D | +8.2% | +2.8% | +5.4% | +8.1% |
| 30D | +13.4% | -22.4% | +35.7% | +14.1% |
| 3M | -3.0% | -14.2% | +11.2% | -3.0% |
| 6M | -8.8% | +10.5% | -19.3% | -10.0% |
| YTD | -13.8% | +54.3% | -68.1% | -16.7% |
| 1Y | -17.1% | +68.0% | -85.1% | -20.3% |
| 3Y | +22.7% | +273.0% | -250.3% | +7.4% |
| 5Y | +52.8% | -26.3% | +79.2% | +52.2% |
| All | +52.8% | -26.8% | +79.7% | +52.2% |
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