+684.6%
TWLO vs A
+242.5%
+442.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.4% | -1.2% |
| 7D | -1.2% | -2.1% | +0.8% | +0.1% |
| 30D | -6.4% | +0.6% | -7.0% | -7.0% |
| 3M | +6.3% | +10.9% | -4.6% | -1.5% |
| 6M | +76.4% | +28.2% | +48.3% | +45.2% |
| YTD | +58.8% | +8.6% | +50.2% | +46.0% |
| 1Y | +107.1% | +15.5% | +91.6% | +81.0% |
| 3Y | +245.0% | +31.8% | +213.2% | +155.6% |
| 5Y | -36.0% | -14.9% | -21.1% | -33.6% |
| 10Y | +293.2% | +237.8% | +55.4% | +46.2% |
| All | +684.6% | +242.5% | +442.1% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling