+245.0%
TWLO vs AXON
+134.7%
+110.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.1% | -2.4% |
| 7D | -1.2% | -2.5% | +1.3% | -0.4% |
| 30D | -6.4% | -11.5% | +5.1% | -3.0% |
| 3M | +6.3% | +7.3% | -1.0% | +2.8% |
| 6M | +76.4% | -11.9% | +88.4% | +79.1% |
| YTD | +58.8% | -11.0% | +69.8% | +59.1% |
| 1Y | +107.1% | -31.8% | +138.8% | +121.7% |
| 3Y | +245.0% | +135.4% | +109.6% | +135.5% |
| All | +245.0% | +134.7% | +110.3% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 3y: compounded portfolio wealth divided by compounded AXON 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…
3y analysis · Full analysis span regression · 6 months rolling