+261.4%
TWLO vs IR
+25.2%
+236.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.5% | +2.5% | +2.0% | +3.8% |
| 30D | -22.1% | +9.2% | -31.3% | -24.0% |
| 3M | -15.3% | +0.9% | -16.3% | -15.7% |
| 6M | +9.7% | +19.2% | -9.6% | +2.6% |
| YTD | +48.5% | +7.5% | +41.0% | +38.8% |
| 1Y | +70.3% | +11.7% | +58.6% | +55.4% |
| 3Y | +261.4% | +23.9% | +237.5% | +208.6% |
| All | +261.4% | +25.2% | +236.2% | +208.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling