+576.0%
TWLO vs ALL
+376.2%
+199.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.7% |
| 7D | +5.6% | 0.0% | +5.6% | +5.6% |
| 30D | -24.6% | +12.8% | -37.5% | -27.2% |
| 3M | -14.0% | +4.7% | -18.6% | -15.4% |
| 6M | +10.1% | +24.9% | -14.9% | +2.3% |
| YTD | +49.2% | +30.0% | +19.2% | +36.5% |
| 1Y | +65.2% | +29.9% | +35.3% | +51.0% |
| 3Y | +260.7% | +117.5% | +143.1% | +176.6% |
| 5Y | -30.2% | +161.7% | -191.9% | -50.7% |
| All | +576.0% | +376.2% | +199.8% | +400.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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