+119.7%
TWLO vs ITUB
+30.8%
+89.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -3.1% |
| 7D | -2.0% | +8.7% | -10.7% | -1.7% |
| 30D | +20.6% | -0.7% | +21.3% | +20.7% |
| 3M | -1.5% | +7.8% | -9.3% | -2.0% |
| 6M | +89.4% | -3.4% | +92.8% | +88.6% |
| YTD | +63.8% | +16.3% | +47.5% | +60.3% |
| 1Y | +119.7% | +29.8% | +89.9% | +103.5% |
| All | +119.7% | +30.8% | +89.0% | +103.5% |
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