+637.1%
TWLO vs A
+304.1%
+333.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -1.8% |
| 7D | +5.6% | +0.7% | +4.9% | +5.0% |
| 30D | -24.6% | +0.8% | -25.5% | -24.8% |
| 3M | -14.0% | +16.9% | -30.8% | -22.6% |
| 6M | +10.1% | +53.8% | -43.7% | -19.3% |
| YTD | +49.2% | +28.1% | +21.1% | +23.0% |
| 1Y | +65.2% | +15.0% | +50.2% | +47.1% |
| 3Y | +260.7% | +63.1% | +197.6% | +130.9% |
| 5Y | -30.2% | +11.5% | -41.7% | -40.2% |
| 10Y | +572.4% | +303.2% | +269.2% | +121.3% |
| All | +637.1% | +304.1% | +333.0% | +145.9% |
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