-36.0%
TWLO vs ALC
-15.6%
-20.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.1% | -1.9% |
| 7D | -1.2% | -3.7% | +2.5% | +1.0% |
| 30D | -6.4% | -3.7% | -2.6% | -4.2% |
| 3M | +6.3% | +4.6% | +1.7% | +3.4% |
| 6M | +76.4% | -14.6% | +91.0% | +91.8% |
| YTD | +58.8% | -11.9% | +70.7% | +68.7% |
| 1Y | +107.1% | -13.1% | +120.2% | +121.1% |
| 3Y | +245.0% | -15.0% | +260.0% | +254.3% |
| 5Y | -36.0% | -16.2% | -19.8% | -34.1% |
| All | -36.0% | -15.6% | -20.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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