+411.2%
TSM vs TWLO
+244.1%
+167.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.9% |
| 7D | +6.0% | -1.2% | +7.2% | +6.2% |
| 30D | +4.5% | -6.4% | +10.9% | +5.5% |
| 3M | +3.1% | +6.3% | -3.2% | +1.0% |
| 6M | +30.2% | +76.4% | -46.2% | +12.9% |
| YTD | +45.2% | +58.8% | -13.6% | +28.3% |
| 1Y | +79.6% | +107.1% | -27.5% | +47.2% |
| All | +411.2% | +244.1% | +167.1% | +244.8% |
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