+103.2%
TOST vs TWLO
+272.8%
-169.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +9.4% | -1.5% | +10.9% | +9.8% |
| 30D | +13.5% | -26.0% | +39.5% | +22.8% |
| 3M | -0.1% | +4.6% | -4.7% | -5.7% |
| 6M | +22.5% | +5.5% | +16.9% | +13.9% |
| YTD | -2.4% | +42.0% | -44.4% | -20.3% |
| 1Y | -4.7% | +58.5% | -63.2% | -25.4% |
| 3Y | +103.2% | +279.7% | -176.4% | -11.5% |
| All | +103.2% | +272.8% | -169.6% | -11.5% |
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