+305.7%
TWLO vs ALK
-39.2%
+344.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +0.2% | -3.0% | +3.2% | +1.0% |
| 30D | -9.1% | -14.6% | +5.5% | -5.4% |
| 3M | +11.0% | -10.6% | +21.6% | +13.1% |
| 6M | +79.4% | -6.7% | +86.1% | +77.6% |
| YTD | +59.7% | -19.8% | +79.5% | +63.4% |
| 1Y | +112.3% | -35.2% | +147.5% | +129.8% |
| 3Y | +247.0% | +1.4% | +245.6% | +219.4% |
| 5Y | -35.6% | -30.7% | -4.9% | -35.3% |
| 10Y | +305.7% | -37.4% | +343.1% | +398.2% |
| All | +305.7% | -39.2% | +344.9% | +398.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling