+644.0%
TWLO vs ALLE
+208.8%
+435.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -26.0% | +25.9% | -51.9% | -34.9% |
| 3M | -14.3% | +14.9% | -29.2% | -21.1% |
| 6M | +6.2% | +42.1% | -35.9% | -13.8% |
| YTD | +50.6% | +20.4% | +30.2% | +32.2% |
| 1Y | +64.0% | +14.9% | +49.2% | +47.9% |
| 3Y | +264.1% | +90.1% | +174.0% | +138.1% |
| 5Y | -27.9% | +53.0% | -80.9% | -47.3% |
| 10Y | +580.0% | +208.8% | +371.2% | +174.7% |
| All | +644.0% | +208.8% | +435.3% | +207.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling