+9.7%
TWLO vs ALM
-62.1%
+71.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -0.7% |
| 7D | +4.5% | +1.2% | +3.3% | +4.5% |
| 30D | -22.1% | -19.3% | -2.8% | -22.1% |
| 3M | -15.3% | -40.6% | +25.3% | -16.0% |
| 6M | +9.7% | -57.9% | +67.6% | +7.7% |
| All | +9.7% | -62.1% | +71.7% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling