+689.1%
TWLO vs INDA
+95.3%
+593.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.2% |
| 7D | +0.2% | -2.6% | +2.8% | +2.0% |
| 30D | -9.1% | -2.9% | -6.2% | -7.3% |
| 3M | +11.0% | +2.4% | +8.6% | +9.0% |
| 6M | +79.4% | -2.6% | +82.0% | +81.8% |
| YTD | +59.7% | -10.0% | +69.7% | +70.8% |
| 1Y | +112.3% | -7.7% | +120.0% | +122.5% |
| 3Y | +247.0% | +8.9% | +238.1% | +221.9% |
| 5Y | -35.6% | +6.0% | -41.6% | -38.5% |
| 10Y | +305.7% | +84.4% | +221.3% | +167.1% |
| All | +689.1% | +95.3% | +593.9% | +365.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling