+121.7%
TWLO vs ALM
+279.2%
-157.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.3% | +2.1% |
| 7D | -3.9% | -7.1% | +3.2% | -3.6% |
| 30D | -9.7% | +24.7% | -34.4% | -10.9% |
| 3M | +11.6% | +8.3% | +3.3% | +10.5% |
| 6M | +84.7% | -22.2% | +106.9% | +84.6% |
| YTD | +62.5% | +88.1% | -25.6% | +47.2% |
| 1Y | +121.7% | +272.4% | -150.7% | +74.9% |
| All | +121.7% | +279.2% | -157.5% | +74.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling