+301.0%
TWLO vs INFY
+80.1%
+220.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.4% |
| 7D | -2.4% | -5.4% | +3.0% | +0.6% |
| 30D | -7.8% | -9.9% | +2.0% | -2.4% |
| 3M | +10.0% | -4.6% | +14.6% | +11.3% |
| 6M | +79.5% | -18.5% | +97.9% | +98.3% |
| YTD | +59.8% | -36.5% | +96.4% | +101.0% |
| 1Y | +121.7% | -32.8% | +154.4% | +166.8% |
| 3Y | +240.8% | -32.2% | +273.0% | +296.3% |
| 5Y | -33.6% | -44.7% | +11.1% | -12.6% |
| All | +301.0% | +80.1% | +220.9% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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