-44.5%
TOST vs TWLO
-40.9%
-3.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +9.4% | -1.5% | +10.9% | +10.0% |
| 30D | +13.5% | -26.0% | +39.5% | +27.3% |
| 3M | -0.1% | +4.6% | -4.7% | -7.8% |
| 6M | +22.5% | +5.5% | +16.9% | +10.6% |
| YTD | -2.4% | +42.0% | -44.4% | -25.6% |
| 1Y | -4.7% | +58.5% | -63.2% | -31.4% |
| 3Y | +103.2% | +279.7% | -176.4% | -17.0% |
| 5Y | -41.2% | -35.0% | -6.3% | -27.5% |
| All | -44.5% | -40.9% | -3.6% | -29.9% |
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