+151.1%
TOST vs TWLO
+261.1%
-110.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +3.9% | +3.6% |
| 7D | 0.0% | +4.5% | -4.5% | -1.3% |
| 30D | +16.2% | -22.1% | +38.3% | +23.8% |
| 3M | -1.5% | -15.3% | +13.8% | +1.0% |
| 6M | +55.3% | +9.7% | +45.6% | +43.0% |
| YTD | -2.3% | +48.5% | -50.8% | -21.4% |
| 1Y | -5.5% | +70.3% | -75.9% | -27.9% |
| 3Y | +151.1% | +261.4% | -110.3% | +18.3% |
| All | +151.1% | +261.1% | -110.0% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling