-44.4%
TOST vs TWLO
-39.6%
-4.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.7% |
| 7D | +4.0% | -0.5% | +4.5% | +4.1% |
| 30D | +11.1% | -28.6% | +39.7% | +26.6% |
| 3M | +0.8% | -14.4% | +15.2% | +4.0% |
| 6M | +38.8% | +2.4% | +36.4% | +27.5% |
| YTD | -2.1% | +45.3% | -47.4% | -26.1% |
| 1Y | -6.0% | +61.8% | -67.9% | -33.0% |
| 3Y | +149.8% | +269.0% | -119.2% | +4.1% |
| 5Y | -42.8% | -33.5% | -9.3% | -30.1% |
| All | -44.4% | -39.6% | -4.8% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling