+1,757.2%
TSM vs TWLO
+319.6%
+1,437.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | +2.6% | -3.9% | +6.5% | +3.3% |
| 30D | +1.4% | -9.7% | +11.1% | +3.0% |
| 3M | +5.0% | +11.6% | -6.6% | +2.1% |
| 6M | +24.0% | +84.7% | -60.7% | +9.1% |
| YTD | +41.6% | +62.5% | -20.9% | +26.8% |
| 1Y | +66.2% | +121.7% | -55.5% | +40.1% |
| 3Y | +398.2% | +253.0% | +145.2% | +277.0% |
| 5Y | +277.6% | -32.5% | +310.1% | +247.5% |
| All | +1,757.2% | +319.6% | +1,437.5% | +1,123.6% |
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