+64.3%
TWLO vs JBL
+20.8%
+43.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.5% |
| 7D | -15.9% | -11.1% | -4.7% | -14.6% |
| 30D | -29.0% | -14.1% | -15.0% | -27.8% |
| 3M | +10.0% | -23.9% | +34.0% | +12.4% |
| 6M | +12.6% | -24.1% | +36.7% | +14.7% |
| YTD | +50.1% | +13.5% | +36.6% | +44.7% |
| 1Y | +64.3% | +23.7% | +40.5% | +51.6% |
| All | +64.3% | +20.8% | +43.5% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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