+89.4%
TWLO vs IP
-8.6%
+98.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.2% |
| 7D | -2.0% | -5.3% | +3.2% | -1.7% |
| 30D | +20.6% | -10.9% | +31.4% | +21.0% |
| 3M | -1.5% | +11.2% | -12.7% | -1.1% |
| 6M | +89.4% | -10.2% | +99.7% | +91.5% |
| All | +89.4% | -8.6% | +98.0% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 6mo: compounded portfolio wealth divided by compounded IP 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…
6mo analysis · Full analysis span regression · 6 months rolling