-31.0%
TWLO vs JAAA
+29.4%
-60.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -7.8% | +0.5% | -8.3% | -8.5% |
| 3M | +10.0% | +1.3% | +8.8% | +8.3% |
| 6M | +79.5% | +2.8% | +76.7% | +73.5% |
| YTD | +59.8% | +3.3% | +56.6% | +53.7% |
| 1Y | +121.7% | +4.9% | +116.7% | +109.6% |
| 3Y | +240.8% | +19.0% | +221.8% | +246.3% |
| 5Y | -33.6% | +26.9% | -60.5% | -26.1% |
| All | -31.0% | +29.4% | -60.4% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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