+48.1%
TSLA vs TWLO
-34.2%
+82.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -3.4% | -3.9% | +0.5% | -2.1% |
| 30D | +9.2% | -9.7% | +18.9% | +12.9% |
| 3M | -4.7% | +11.6% | -16.3% | -9.7% |
| 6M | -8.9% | +84.7% | -93.6% | -30.5% |
| YTD | -19.2% | +62.5% | -81.7% | -35.9% |
| 1Y | +4.5% | +121.7% | -117.2% | -27.3% |
| 3Y | +46.3% | +253.0% | -206.7% | -20.6% |
| 5Y | +48.1% | -32.5% | +80.6% | +20.4% |
| All | +48.1% | -34.2% | +82.3% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling