+269.0%
TWLO vs ALK
+21.9%
+247.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.1% | -4.8% | +0.9% |
| 7D | -0.5% | +8.9% | -9.4% | -2.2% |
| 30D | -28.6% | +5.9% | -34.6% | -29.5% |
| 3M | -14.4% | -16.5% | +2.2% | -11.5% |
| 6M | +2.4% | +2.1% | +0.3% | -0.2% |
| YTD | +45.3% | -17.1% | +62.4% | +47.2% |
| 1Y | +61.8% | -2.9% | +64.7% | +55.0% |
| 3Y | +269.0% | +24.5% | +244.5% | +242.6% |
| All | +269.0% | +21.9% | +247.1% | +242.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling