+709.2%
TWLO vs ALLE
+155.1%
+554.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.7% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | +20.6% | -6.8% | +27.4% | +25.1% |
| 3M | -1.5% | +21.0% | -22.6% | -12.1% |
| 6M | +89.4% | +1.1% | +88.3% | +84.9% |
| YTD | +63.8% | -0.5% | +64.3% | +60.4% |
| 1Y | +119.7% | -7.3% | +127.0% | +123.7% |
| 3Y | +256.1% | +42.3% | +213.9% | +175.6% |
| 5Y | -36.6% | +13.5% | -50.0% | -45.8% |
| 10Y | +304.3% | +144.0% | +160.3% | +101.5% |
| All | +709.2% | +155.1% | +554.1% | +273.2% |
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