-5.5%
TOST vs TWLO
+67.1%
-72.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +3.9% | +3.5% |
| 7D | 0.0% | +4.5% | -4.5% | -0.8% |
| 30D | +16.2% | -22.1% | +38.3% | +21.2% |
| 3M | -1.5% | -15.3% | +13.8% | 0.0% |
| 6M | +55.3% | +9.7% | +45.6% | +44.7% |
| YTD | -2.3% | +48.5% | -50.8% | -24.7% |
| 1Y | -5.5% | +70.3% | -75.9% | -28.7% |
| All | -5.5% | +67.1% | -72.6% | -28.7% |
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