+847.3%
TWLO vs IR
+271.1%
+576.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.4% | -4.5% | +2.1% | -0.7% |
| 30D | -7.8% | -13.9% | +6.1% | -2.3% |
| 3M | +10.0% | -0.3% | +10.4% | +8.9% |
| 6M | +79.5% | -14.3% | +93.8% | +86.6% |
| YTD | +59.8% | -7.9% | +67.7% | +58.8% |
| 1Y | +121.7% | -9.9% | +131.6% | +121.4% |
| 3Y | +240.8% | +6.5% | +234.3% | +213.7% |
| 5Y | -33.6% | +34.0% | -67.6% | -44.8% |
| All | +847.3% | +271.1% | +576.2% | +425.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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