-46.7%
TOST vs TWLO
-33.9%
-12.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -0.6% |
| 7D | -0.9% | -1.2% | +0.3% | -0.5% |
| 30D | -3.5% | -6.4% | +2.9% | -1.1% |
| 3M | +38.1% | +6.3% | +31.9% | +30.4% |
| 6M | +9.9% | +76.4% | -66.5% | -21.5% |
| YTD | -6.3% | +58.8% | -65.1% | -29.7% |
| 1Y | -18.3% | +107.1% | -125.4% | -47.2% |
| 3Y | +59.7% | +245.0% | -185.2% | -27.9% |
| All | -46.7% | -33.9% | -12.8% | -33.8% |
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 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