+300.7%
TWLO vs AR
+44.4%
+256.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.2% | -1.2% | +1.4% | +0.3% |
| 30D | -9.1% | +5.5% | -14.7% | -9.6% |
| 3M | +11.0% | +12.9% | -1.9% | +9.5% |
| 6M | +79.4% | +0.1% | +79.3% | +78.9% |
| YTD | +59.7% | +13.5% | +46.2% | +57.2% |
| 1Y | +112.3% | +21.6% | +90.8% | +107.3% |
| 3Y | +247.0% | +46.0% | +201.0% | +231.0% |
| 5Y | -35.6% | +143.7% | -179.3% | -41.8% |
| All | +300.7% | +44.4% | +256.3% | +371.6% |
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