-45.7%
TOST vs TWLO
-31.9%
-13.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.5% |
| 7D | -3.4% | -2.0% | -1.4% | -2.7% |
| 30D | -2.4% | +20.6% | -23.0% | -12.7% |
| 3M | +34.6% | -1.5% | +36.2% | +31.8% |
| 6M | +15.2% | +89.4% | -74.2% | -20.4% |
| YTD | -4.4% | +63.8% | -68.2% | -29.3% |
| 1Y | -17.4% | +119.7% | -137.1% | -48.1% |
| 3Y | +54.5% | +256.1% | -201.7% | -31.3% |
| All | -45.7% | -31.9% | -13.8% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling