-33.6%
TWLO vs A
-15.6%
-18.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.4% |
| 7D | +0.2% | -4.4% | +4.6% | +2.8% |
| 30D | -9.1% | -2.7% | -6.5% | -7.9% |
| 3M | +11.0% | +7.0% | +3.9% | +6.2% |
| 6M | +79.4% | +24.6% | +54.7% | +54.3% |
| YTD | +59.7% | +7.0% | +52.7% | +50.6% |
| 1Y | +112.3% | +15.6% | +96.8% | +89.5% |
| 3Y | +247.0% | +29.9% | +217.0% | +163.2% |
| All | -33.6% | -15.6% | -18.0% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling