-32.3%
TWLO vs INDA
+5.7%
-38.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.6% |
| 7D | -2.4% | -2.7% | +0.3% | +0.2% |
| 30D | -7.8% | -2.8% | -5.1% | -5.4% |
| 3M | +10.0% | +1.6% | +8.4% | +7.9% |
| 6M | +79.5% | -1.4% | +80.9% | +80.3% |
| YTD | +59.8% | -10.1% | +70.0% | +76.9% |
| 1Y | +121.7% | -8.8% | +130.4% | +140.2% |
| 3Y | +240.8% | +7.6% | +233.2% | +184.4% |
| All | -32.3% | +5.7% | -38.0% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling