+104.5%
TWLO vs IRE
-84.0%
+188.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.8% | +7.4% | +0.7% |
| 7D | +0.2% | +29.0% | -28.9% | -0.4% |
| 30D | -9.1% | +24.2% | -33.4% | -9.8% |
| 3M | +11.0% | -53.2% | +64.2% | +11.0% |
| 6M | +79.4% | -36.0% | +115.4% | +76.3% |
| YTD | +59.7% | -51.0% | +110.7% | +55.0% |
| All | +104.5% | -84.0% | +188.5% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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