+186.8%
TWLO vs AS
+134.9%
+51.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -1.5% | +6.9% | -8.4% | -3.3% |
| 30D | -26.0% | +16.0% | -42.0% | -29.2% |
| 3M | +4.6% | -12.8% | +17.4% | +8.5% |
| 6M | +5.5% | -15.4% | +20.9% | +9.9% |
| YTD | +42.0% | -15.7% | +57.8% | +46.9% |
| 1Y | +58.5% | +6.1% | +52.4% | +51.7% |
| All | +186.8% | +134.9% | +51.9% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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