+240.6%
TWLO vs IR
+5.7%
+234.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.2% |
| 7D | +0.2% | -1.9% | +2.1% | +0.8% |
| 30D | -9.1% | -15.0% | +5.9% | -4.8% |
| 3M | +11.0% | -0.4% | +11.4% | +9.6% |
| 6M | +79.4% | -15.0% | +94.4% | +86.4% |
| YTD | +59.7% | -7.1% | +66.8% | +55.6% |
| 1Y | +112.3% | -7.5% | +119.9% | +106.1% |
| All | +240.6% | +5.7% | +234.9% | +178.1% |
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