+572.9%
TWLO vs AR
+57.4%
+515.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +4.5% | +7.4% | -2.8% | +3.8% |
| 30D | -22.1% | +5.8% | -27.9% | -22.7% |
| 3M | -15.3% | +5.2% | -20.5% | -15.9% |
| 6M | +9.7% | +5.4% | +4.2% | +8.8% |
| YTD | +48.5% | +12.4% | +36.1% | +46.0% |
| 1Y | +70.3% | +12.8% | +57.5% | +67.3% |
| 3Y | +261.4% | +47.2% | +214.2% | +244.3% |
| 5Y | -30.6% | +101.1% | -131.7% | -36.4% |
| All | +572.9% | +57.4% | +515.5% | +714.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling