+245.0%
TWLO vs ALLY
+69.8%
+175.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -1.9% |
| 7D | -1.2% | +1.0% | -2.2% | -1.5% |
| 30D | -6.4% | -3.3% | -3.1% | -5.3% |
| 3M | +6.3% | +0.5% | +5.8% | +5.6% |
| 6M | +76.4% | +12.6% | +63.8% | +66.7% |
| YTD | +58.8% | -4.7% | +63.5% | +59.6% |
| 1Y | +107.1% | +5.2% | +101.9% | +99.7% |
| 3Y | +245.0% | +66.5% | +178.5% | +164.7% |
| All | +245.0% | +69.8% | +175.2% | +164.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling