+305.7%
TWLO vs ACWI
+226.5%
+79.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.5% |
| 7D | +0.2% | 0.0% | +0.2% | +0.3% |
| 30D | -9.1% | -0.6% | -8.6% | -8.3% |
| 3M | +11.0% | +4.3% | +6.7% | +3.9% |
| 6M | +79.4% | +12.7% | +66.7% | +49.1% |
| YTD | +59.7% | +13.9% | +45.8% | +30.3% |
| 1Y | +112.3% | +20.5% | +91.8% | +59.7% |
| 3Y | +247.0% | +76.5% | +170.4% | +49.3% |
| 5Y | -35.6% | +67.5% | -103.1% | -68.5% |
| 10Y | +305.7% | +231.8% | +73.8% | -21.5% |
| All | +305.7% | +226.5% | +79.2% | -21.5% |
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