-32.5%
TWLO vs IT
-46.1%
+13.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -3.9% | -12.7% | +8.8% | +3.0% |
| 30D | -9.7% | -8.9% | -0.8% | -5.6% |
| 3M | +11.6% | +10.1% | +1.5% | +1.6% |
| 6M | +84.7% | +7.3% | +77.4% | +69.4% |
| YTD | +62.5% | -32.4% | +94.9% | +95.5% |
| 1Y | +121.7% | -26.6% | +148.4% | +149.4% |
| 3Y | +253.0% | -51.8% | +304.8% | +382.8% |
| 5Y | -32.5% | -45.6% | +13.1% | -25.1% |
| All | -32.5% | -46.1% | +13.6% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling