+709.2%
TWLO vs ALM
+3,295.2%
-2,585.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -3.1% |
| 7D | -2.0% | -2.6% | +0.6% | -2.0% |
| 30D | +20.6% | +32.0% | -11.4% | +19.7% |
| 3M | -1.5% | -15.0% | +13.5% | -1.4% |
| 6M | +89.4% | -10.1% | +99.6% | +88.8% |
| YTD | +63.8% | +99.4% | -35.6% | +59.9% |
| 1Y | +119.7% | +316.4% | -196.6% | +110.7% |
| 3Y | +256.1% | +2,022.0% | -1,765.9% | +229.2% |
| 5Y | -36.6% | +941.2% | -977.7% | -41.1% |
| 10Y | +304.3% | +2,950.3% | -2,646.0% | +266.7% |
| All | +709.2% | +3,295.2% | -2,585.9% | +624.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling