+307.6%
TWLO vs ALM
+2,776.7%
-2,469.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.3% | +2.0% |
| 7D | -3.9% | -7.1% | +3.2% | -3.8% |
| 30D | -9.7% | +24.7% | -34.4% | -10.3% |
| 3M | +11.6% | +8.3% | +3.3% | +11.1% |
| 6M | +84.7% | -22.2% | +106.9% | +84.7% |
| YTD | +62.5% | +88.1% | -25.6% | +58.6% |
| 1Y | +121.7% | +272.4% | -150.7% | +112.8% |
| 3Y | +253.0% | +2,004.1% | -1,751.1% | +225.7% |
| 5Y | -32.5% | +915.8% | -948.3% | -37.4% |
| All | +307.6% | +2,776.7% | -2,469.1% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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