+84.4%
TSM vs TWLO
+123.2%
-38.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +6.0% | +3.1% |
| 7D | +2.7% | -2.0% | +4.7% | +2.9% |
| 30D | +3.6% | +20.6% | -17.0% | +1.6% |
| 3M | -3.4% | -1.5% | -1.8% | -3.3% |
| 6M | +20.6% | +89.4% | -68.8% | +11.8% |
| YTD | +41.9% | +63.8% | -21.9% | +34.0% |
| 1Y | +84.4% | +119.7% | -35.4% | +64.3% |
| All | +84.4% | +123.2% | -38.8% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling