+263.1%
TWLO vs A
+63.6%
+199.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.3% |
| 7D | +5.6% | +0.7% | +4.9% | +5.2% |
| 30D | -24.6% | +0.8% | -25.5% | -24.6% |
| 3M | -14.0% | +16.9% | -30.8% | -19.0% |
| 6M | +10.1% | +53.8% | -43.7% | -7.5% |
| YTD | +49.2% | +28.1% | +21.1% | +35.1% |
| 1Y | +65.2% | +15.0% | +50.2% | +57.3% |
| All | +263.1% | +63.6% | +199.5% | +215.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling