+330.4%
TSM vs TWLO
+261.1%
+69.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.2% |
| 3M | -7.1% | -15.3% | +8.2% | -4.9% |
| 6M | +0.2% | +9.7% | -9.4% | -3.0% |
| YTD | +32.2% | +48.5% | -16.2% | +18.6% |
| 1Y | +42.8% | +70.3% | -27.6% | +23.7% |
| 3Y | +330.4% | +261.4% | +69.0% | +182.2% |
| All | +330.4% | +261.1% | +69.3% | +182.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling