+64.3%
TWLO vs ITUB
+9.0%
+55.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.2% |
| 7D | -15.9% | -1.6% | -14.2% | -15.8% |
| 30D | -29.0% | -26.6% | -2.4% | -29.0% |
| 3M | +10.0% | -11.1% | +21.1% | +11.1% |
| 6M | +12.6% | -13.1% | +25.7% | +13.9% |
| YTD | +50.1% | +3.9% | +46.2% | +52.1% |
| 1Y | +64.3% | +9.8% | +54.5% | +58.6% |
| All | +64.3% | +9.0% | +55.3% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 1y: compounded portfolio wealth divided by compounded ITUB 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…
1y analysis · Full analysis span regression · 6 months rolling