+549.6%
TWLO vs ACWI
+226.8%
+322.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | -1.6% |
| 7D | -0.5% | +0.3% | -0.8% | -1.0% |
| 30D | -28.6% | -2.8% | -25.8% | -25.0% |
| 3M | -14.4% | -3.2% | -11.2% | -9.8% |
| 6M | +2.4% | +1.3% | +1.2% | +0.6% |
| YTD | +45.3% | +11.2% | +34.1% | +23.3% |
| 1Y | +61.8% | +13.8% | +48.1% | +32.8% |
| 3Y | +269.0% | +76.2% | +192.8% | +59.5% |
| 5Y | -33.5% | +59.5% | -92.9% | -65.1% |
| 10Y | +549.6% | +222.2% | +327.4% | +42.7% |
| All | +549.6% | +226.8% | +322.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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