+617.7%
TWLO vs ALLY
+214.2%
+403.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.3% | +1.9% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -28.6% | +3.4% | -32.1% | -29.5% |
| 3M | -14.4% | -11.1% | -3.3% | -10.2% |
| 6M | +2.4% | -11.5% | +13.9% | +6.8% |
| YTD | +45.3% | -12.3% | +57.6% | +51.0% |
| 1Y | +61.8% | +1.1% | +60.7% | +58.2% |
| 3Y | +269.0% | +64.8% | +204.2% | +182.5% |
| 5Y | -33.5% | -6.9% | -26.6% | -37.4% |
| 10Y | +549.6% | +194.9% | +354.7% | +247.7% |
| All | +617.7% | +214.2% | +403.5% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling