+33.6%
TSLA vs TWLO
+246.3%
-212.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.0% |
| 7D | +3.2% | -2.4% | +5.6% | +3.8% |
| 30D | +11.6% | -7.8% | +19.4% | +13.9% |
| 3M | -8.4% | +10.0% | -18.5% | -11.8% |
| 6M | -10.4% | +79.5% | -89.9% | -28.2% |
| YTD | -18.7% | +59.8% | -78.6% | -32.8% |
| 1Y | -0.9% | +121.7% | -122.6% | -27.8% |
| 3Y | +33.6% | +240.8% | -207.2% | -25.1% |
| All | +33.6% | +246.3% | -212.7% | -25.1% |
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