+277.6%
TSM vs TWLO
-34.2%
+311.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 3M | +5.0% | +11.6% | -6.6% | +1.9% |
| 6M | +24.0% | +84.7% | -60.7% | +7.9% |
| YTD | +41.6% | +62.5% | -20.9% | +25.7% |
| 1Y | +66.2% | +121.7% | -55.5% | +37.8% |
| 3Y | +398.2% | +253.0% | +145.2% | +265.3% |
| 5Y | +277.6% | -32.5% | +310.1% | +218.4% |
| All | +277.6% | -34.2% | +311.8% | +218.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling