+307.6%
TWLO vs AA
+123.1%
+184.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.5% | +2.7% |
| 7D | -3.9% | -5.4% | +1.5% | -2.9% |
| 30D | -9.7% | -10.7% | +1.0% | -7.9% |
| 3M | +11.6% | -26.2% | +37.8% | +17.7% |
| 6M | +84.7% | -20.9% | +105.6% | +90.3% |
| YTD | +62.5% | -8.6% | +71.1% | +61.4% |
| 1Y | +121.7% | +57.4% | +64.3% | +95.7% |
| 3Y | +253.0% | +77.8% | +175.2% | +194.2% |
| 5Y | -32.5% | +2.7% | -35.2% | -40.3% |
| All | +307.6% | +123.1% | +184.6% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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