+301.0%
TWLO vs INDA
+84.7%
+216.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.3% |
| 7D | -2.4% | -2.7% | +0.3% | -0.6% |
| 30D | -7.8% | -2.8% | -5.1% | -6.1% |
| 3M | +10.0% | +1.6% | +8.4% | +8.7% |
| 6M | +79.5% | -1.4% | +80.9% | +80.3% |
| YTD | +59.8% | -10.1% | +70.0% | +70.8% |
| 1Y | +121.7% | -8.8% | +130.4% | +134.0% |
| 3Y | +240.8% | +7.6% | +233.2% | +219.3% |
| 5Y | -33.6% | +5.8% | -39.4% | -36.4% |
| All | +301.0% | +84.7% | +216.3% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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