+305.7%
TWLO vs ALLY
+178.1%
+127.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +1.0% |
| 7D | +0.2% | -1.9% | +2.1% | +1.0% |
| 30D | -9.1% | -4.5% | -4.7% | -7.4% |
| 3M | +11.0% | -2.8% | +13.8% | +11.8% |
| 6M | +79.4% | +10.3% | +69.0% | +70.2% |
| YTD | +59.7% | -5.7% | +65.4% | +61.2% |
| 1Y | +112.3% | +3.9% | +108.4% | +105.1% |
| 3Y | +247.0% | +64.7% | +182.3% | +166.6% |
| 5Y | -35.6% | -2.6% | -33.0% | -40.8% |
| 10Y | +305.7% | +186.0% | +119.7% | +144.2% |
| All | +305.7% | +178.1% | +127.6% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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