+240.6%
TWLO vs IT
-52.2%
+292.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.2% |
| 7D | +0.2% | -9.1% | +9.3% | +3.6% |
| 30D | -9.1% | -12.2% | +3.0% | -5.2% |
| 3M | +11.0% | +7.8% | +3.2% | +5.7% |
| 6M | +79.4% | +2.0% | +77.4% | +74.4% |
| YTD | +59.7% | -32.7% | +92.5% | +82.5% |
| 1Y | +112.3% | -31.1% | +143.4% | +138.7% |
| All | +240.6% | -52.2% | +292.7% | +352.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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