+1,846.1%
TSM vs TWLO
+780.4%
+1,065.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | -7.1% | -15.3% | +8.2% | -5.1% |
| 6M | +0.2% | +9.7% | -9.4% | -2.8% |
| YTD | +32.2% | +48.5% | -16.2% | +20.3% |
| 1Y | +42.8% | +70.3% | -27.6% | +26.8% |
| 3Y | +330.4% | +261.4% | +69.0% | +227.5% |
| 5Y | +263.9% | -30.6% | +294.5% | +234.4% |
| 10Y | +1,580.2% | +569.2% | +1,011.0% | +1,008.3% |
| All | +1,846.1% | +780.4% | +1,065.7% | +1,165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling