-36.0%
TWLO vs AR
+140.6%
-176.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.9% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | -6.4% | +12.6% | -19.0% | -8.1% |
| 3M | +6.3% | +10.0% | -3.7% | +4.5% |
| 6M | +76.4% | +0.6% | +75.8% | +75.5% |
| YTD | +58.8% | +13.4% | +45.4% | +54.7% |
| 1Y | +107.1% | +21.7% | +85.4% | +99.0% |
| 3Y | +245.0% | +45.8% | +199.2% | +223.3% |
| 5Y | -36.0% | +144.3% | -180.2% | -44.9% |
| All | -36.0% | +140.6% | -176.6% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling