+266.5%
TWLO vs ALL
+112.4%
+154.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.6% |
| 7D | +0.2% | -0.1% | +0.4% | +0.2% |
| 30D | -26.0% | +13.8% | -39.8% | -26.6% |
| 3M | -14.3% | -2.8% | -11.6% | -13.7% |
| 6M | +6.2% | +23.7% | -17.5% | +2.5% |
| YTD | +50.6% | +27.3% | +23.3% | +44.2% |
| 1Y | +64.0% | +30.5% | +33.5% | +56.3% |
| All | +266.5% | +112.4% | +154.1% | +316.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling