+307.6%
TWLO vs AR
+44.6%
+263.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.9% | -1.3% | -2.6% | -3.8% |
| 30D | -9.7% | +3.5% | -13.2% | -10.0% |
| 3M | +11.6% | +9.9% | +1.7% | +10.4% |
| 6M | +84.7% | +4.5% | +80.1% | +83.5% |
| YTD | +62.5% | +13.7% | +48.8% | +59.9% |
| 1Y | +121.7% | +19.2% | +102.5% | +116.9% |
| 3Y | +253.0% | +46.2% | +206.8% | +236.7% |
| 5Y | -32.5% | +145.9% | -178.4% | -39.1% |
| All | +307.6% | +44.6% | +263.0% | +379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling