+240.6%
TWLO vs ALB
-29.2%
+269.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.1% |
| 7D | +0.2% | -8.6% | +8.8% | +1.8% |
| 30D | -9.1% | -4.0% | -5.1% | -8.7% |
| 3M | +11.0% | -17.4% | +28.4% | +14.3% |
| 6M | +79.4% | -25.4% | +104.7% | +85.7% |
| YTD | +59.7% | -10.5% | +70.3% | +57.9% |
| 1Y | +112.3% | +75.8% | +36.5% | +80.4% |
| All | +240.6% | -29.2% | +269.8% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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