-31.1%
TWLO vs JAAA
+29.3%
-60.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -9.1% | +0.5% | -9.6% | -9.7% |
| 3M | +11.0% | +1.2% | +9.7% | +9.3% |
| 6M | +79.4% | +2.7% | +76.6% | +73.5% |
| YTD | +59.7% | +3.2% | +56.5% | +53.7% |
| 1Y | +112.3% | +4.8% | +107.5% | +101.0% |
| 3Y | +247.0% | +19.0% | +228.0% | +253.1% |
| 5Y | -35.6% | +26.8% | -62.4% | -28.2% |
| All | -31.1% | +29.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling