-36.0%
TWLO vs ALB
-43.6%
+7.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.8% |
| 7D | -1.2% | -4.4% | +3.2% | 0.0% |
| 30D | -6.4% | -1.2% | -5.2% | -6.4% |
| 3M | +6.3% | -13.3% | +19.6% | +10.0% |
| 6M | +76.4% | -19.8% | +96.2% | +83.0% |
| YTD | +58.8% | -7.9% | +66.7% | +54.7% |
| 1Y | +107.1% | +60.2% | +46.9% | +62.9% |
| 3Y | +245.0% | -26.4% | +271.4% | +243.7% |
| 5Y | -36.0% | -42.5% | +6.6% | -31.7% |
| All | -36.0% | -43.6% | +7.6% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling