+240.6%
TWLO vs AG
+278.6%
-38.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -9.1% | +12.5% | -21.6% | -10.3% |
| 3M | +11.0% | +28.2% | -17.2% | +7.9% |
| 6M | +79.4% | -18.8% | +98.2% | +81.3% |
| YTD | +59.7% | +27.4% | +32.3% | +53.4% |
| 1Y | +112.3% | +132.2% | -19.9% | +91.2% |
| All | +240.6% | +278.6% | -38.1% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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