-35.9%
TWLO vs AA
+17.9%
-53.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.6% | -3.9% |
| 7D | -1.2% | +1.7% | -2.9% | -1.6% |
| 30D | -6.4% | +3.3% | -9.7% | -7.3% |
| 3M | +6.3% | -29.4% | +35.7% | +14.2% |
| 6M | +76.4% | -12.8% | +89.2% | +78.4% |
| YTD | +58.8% | -2.1% | +60.9% | +54.6% |
| 1Y | +107.1% | +62.8% | +44.3% | +75.5% |
| 3Y | +245.0% | +90.5% | +154.5% | +167.4% |
| All | -35.9% | +17.9% | -53.8% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling