+240.6%
TWLO vs AA
+82.1%
+158.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.0% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -9.1% | -1.6% | -7.6% | -9.0% |
| 3M | +11.0% | -29.8% | +40.8% | +19.2% |
| 6M | +79.4% | -16.6% | +96.0% | +83.0% |
| YTD | +59.7% | -4.0% | +63.8% | +55.5% |
| 1Y | +112.3% | +63.5% | +48.8% | +76.5% |
| All | +240.6% | +82.1% | +158.5% | +157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling