+709.2%
TWLO vs AG
+72.3%
+636.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.9% |
| 7D | -2.0% | +1.0% | -3.0% | -2.1% |
| 30D | +20.6% | +19.2% | +1.4% | +18.2% |
| 3M | -1.5% | +6.2% | -7.7% | -2.8% |
| 6M | +89.4% | -26.7% | +116.1% | +93.3% |
| YTD | +63.8% | +26.1% | +37.7% | +56.5% |
| 1Y | +119.7% | +131.7% | -11.9% | +95.1% |
| 3Y | +256.1% | +255.3% | +0.8% | +190.7% |
| 5Y | -36.6% | +61.9% | -98.5% | -45.4% |
| 10Y | +304.3% | +72.0% | +232.3% | +234.9% |
| All | +709.2% | +72.3% | +636.9% | +567.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling