+293.2%
TWLO vs ALLE
+148.2%
+145.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.7% |
| 7D | -1.2% | +2.8% | -4.0% | -2.6% |
| 30D | -6.4% | -7.6% | +1.3% | -2.5% |
| 3M | +6.3% | +22.8% | -16.5% | -5.6% |
| 6M | +76.4% | +4.6% | +71.8% | +69.3% |
| YTD | +58.8% | -1.2% | +60.0% | +56.3% |
| 1Y | +107.1% | -9.1% | +116.2% | +113.2% |
| 3Y | +245.0% | +50.0% | +195.0% | +161.2% |
| 5Y | -36.0% | +15.2% | -51.2% | -45.5% |
| 10Y | +293.2% | +151.1% | +142.1% | +105.5% |
| All | +293.2% | +148.2% | +145.0% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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