-46.4%
TOST vs TWLO
-37.9%
-8.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.3% |
| 7D | -4.7% | +5.6% | -10.3% | -7.0% |
| 30D | +8.5% | -24.6% | +33.2% | +20.7% |
| 3M | -1.6% | -14.0% | +12.4% | +1.3% |
| 6M | +44.1% | +10.1% | +34.0% | +27.9% |
| YTD | -5.6% | +49.2% | -54.8% | -29.6% |
| 1Y | -12.6% | +65.2% | -77.8% | -38.2% |
| 3Y | +137.6% | +260.7% | -123.1% | +0.6% |
| 5Y | -30.4% | -30.2% | -0.1% | -16.9% |
| All | -46.4% | -37.9% | -8.4% | -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