+1,643.1%
TSM vs TWLO
+566.1%
+1,077.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +6.2% | +4.5% | +1.7% | +5.4% |
| 30D | -7.3% | -22.1% | +14.8% | -3.3% |
| 3M | -7.1% | -15.3% | +8.2% | -5.0% |
| 6M | +0.2% | +9.7% | -9.4% | -3.0% |
| YTD | +32.2% | +48.5% | -16.2% | +19.6% |
| 1Y | +42.8% | +70.3% | -27.6% | +25.9% |
| 3Y | +330.4% | +261.4% | +69.0% | +221.6% |
| 5Y | +263.9% | -30.6% | +294.5% | +234.2% |
| All | +1,643.1% | +566.1% | +1,077.0% | +976.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling