+269.0%
TWLO vs AXON
+31.7%
+237.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +3.2% |
| 7D | -0.5% | -28.7% | +28.3% | +9.4% |
| 30D | -28.6% | -28.3% | -0.3% | -21.6% |
| 3M | -14.4% | -46.9% | +32.5% | +2.4% |
| 6M | +2.4% | -24.9% | +27.3% | +9.8% |
| YTD | +45.3% | -46.6% | +91.9% | +68.0% |
| 1Y | +61.8% | -49.7% | +111.5% | +89.9% |
| 3Y | +269.0% | +40.6% | +228.4% | +220.1% |
| All | +269.0% | +31.7% | +237.3% | +220.1% |
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