+595.4%
TWLO vs AR
+58.9%
+536.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +2.3% |
| 7D | +2.8% | +2.1% | +0.7% | +2.6% |
| 30D | -22.4% | +4.5% | -26.9% | -22.8% |
| 3M | -14.2% | +1.0% | -15.3% | -14.5% |
| 6M | +10.5% | +4.4% | +6.1% | +9.7% |
| YTD | +54.3% | +10.9% | +43.4% | +51.9% |
| 1Y | +68.0% | +8.6% | +59.5% | +65.6% |
| 3Y | +273.0% | +48.5% | +224.5% | +255.2% |
| 5Y | -26.3% | +95.7% | -122.1% | -32.3% |
| 10Y | +595.4% | +55.5% | +540.0% | +739.8% |
| All | +595.4% | +58.9% | +536.5% | +739.8% |
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