+301.0%
TWLO vs JBL
+1,558.3%
-1,257.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.7% | -3.7% |
| 7D | -2.4% | +2.4% | -4.8% | -3.5% |
| 30D | -7.8% | -13.1% | +5.3% | -2.7% |
| 3M | +10.0% | -15.6% | +25.6% | +16.3% |
| 6M | +79.5% | +24.6% | +54.9% | +56.2% |
| YTD | +59.8% | +39.6% | +20.2% | +30.3% |
| 1Y | +121.7% | +48.6% | +73.1% | +73.9% |
| 3Y | +240.8% | +197.3% | +43.5% | +77.9% |
| 5Y | -33.6% | +413.0% | -446.6% | -74.0% |
| All | +301.0% | +1,558.3% | -1,257.4% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling