+66.2%
TSM vs TWLO
+115.0%
-48.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | +2.6% | -3.9% | +6.5% | +3.0% |
| 30D | +1.4% | -9.7% | +11.1% | +2.2% |
| 3M | +5.0% | +11.6% | -6.6% | +3.6% |
| 6M | +24.0% | +84.7% | -60.7% | +15.0% |
| YTD | +41.6% | +62.5% | -20.9% | +33.5% |
| 1Y | +66.2% | +121.7% | -55.5% | +45.9% |
| All | +66.2% | +115.0% | -48.8% | +45.9% |
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