-20.7%
TOST vs TWLO
+107.9%
-128.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | -4.7% | +0.2% | -4.9% | -4.8% |
| 30D | -9.1% | -9.1% | +0.1% | -7.0% |
| 3M | +29.8% | +11.0% | +18.8% | +24.6% |
| 6M | +10.0% | +79.4% | -69.3% | -14.1% |
| YTD | -8.6% | +59.7% | -68.3% | -26.8% |
| 1Y | -20.7% | +112.3% | -133.0% | -41.8% |
| All | -20.7% | +107.9% | -128.6% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling