+549.6%
TWLO vs ALLE
+233.6%
+316.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +0.9% |
| 7D | -0.5% | -0.6% | +0.2% | -0.1% |
| 30D | -28.6% | +26.6% | -55.2% | -37.2% |
| 3M | -14.4% | +13.2% | -27.5% | -20.3% |
| 6M | +2.4% | +42.9% | -40.4% | -16.5% |
| YTD | +45.3% | +21.0% | +24.2% | +27.8% |
| 1Y | +61.8% | +15.2% | +46.7% | +46.3% |
| 3Y | +269.0% | +95.6% | +173.4% | +140.6% |
| 5Y | -33.5% | +53.4% | -86.9% | -51.1% |
| 10Y | +549.6% | +221.5% | +328.1% | +184.9% |
| All | +549.6% | +233.6% | +316.0% | +184.9% |
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