-30.6%
TWLO vs IR
+46.0%
-76.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +4.5% | +2.5% | +2.0% | +3.1% |
| 30D | -22.1% | +9.2% | -31.3% | -25.8% |
| 3M | -15.3% | +0.9% | -16.3% | -16.1% |
| 6M | +9.7% | +19.2% | -9.6% | -2.8% |
| YTD | +48.5% | +7.5% | +41.0% | +33.3% |
| 1Y | +70.3% | +11.7% | +58.6% | +48.0% |
| 3Y | +261.4% | +23.9% | +237.5% | +165.8% |
| All | -30.6% | +46.0% | -76.6% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling