+702.8%
TWLO vs JBL
+1,565.2%
-862.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.9% |
| 7D | -3.9% | -1.0% | -2.9% | -3.6% |
| 30D | -9.7% | -15.1% | +5.4% | -3.7% |
| 3M | +11.6% | -14.0% | +25.7% | +16.9% |
| 6M | +84.7% | +20.6% | +64.1% | +62.9% |
| YTD | +62.5% | +32.9% | +29.6% | +35.3% |
| 1Y | +121.7% | +40.5% | +81.2% | +78.1% |
| 3Y | +253.0% | +183.7% | +69.2% | +87.4% |
| 5Y | -32.5% | +388.3% | -420.8% | -73.1% |
| 10Y | +312.7% | +1,464.9% | -1,152.2% | -10.6% |
| All | +702.8% | +1,565.2% | -862.4% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling