+572.9%
TWLO vs A
+302.9%
+270.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +4.5% | -0.5% | +5.0% | +4.8% |
| 30D | -22.1% | 0.0% | -22.1% | -21.8% |
| 3M | -15.3% | +16.7% | -32.0% | -23.7% |
| 6M | +9.7% | +54.8% | -45.2% | -19.8% |
| YTD | +48.5% | +28.8% | +19.7% | +22.1% |
| 1Y | +70.3% | +19.3% | +51.0% | +47.8% |
| 3Y | +261.4% | +65.5% | +195.9% | +129.0% |
| 5Y | -30.6% | +12.1% | -42.6% | -40.6% |
| All | +572.9% | +302.9% | +270.0% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling