-35.6%
TWLO vs ALM
+958.0%
-993.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.7% |
| 7D | +0.2% | +3.6% | -3.4% | 0.0% |
| 30D | -9.1% | +33.8% | -42.9% | -10.4% |
| 3M | +11.0% | +14.8% | -3.8% | +9.8% |
| 6M | +79.4% | -7.0% | +86.3% | +77.9% |
| YTD | +59.7% | +108.1% | -48.3% | +51.9% |
| 1Y | +112.3% | +313.8% | -201.4% | +95.4% |
| 3Y | +247.0% | +2,227.6% | -1,980.7% | +192.6% |
| 5Y | -35.6% | +956.6% | -992.2% | -44.2% |
| All | -35.6% | +958.0% | -993.6% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling