+64.3%
TWLO vs M
+36.6%
+27.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.6% | -7.7% | -0.3% |
| 7D | -15.9% | +8.3% | -24.1% | -16.0% |
| 30D | -29.0% | +14.2% | -43.2% | -29.3% |
| 3M | +10.0% | -1.1% | +11.1% | +10.4% |
| 6M | +12.6% | +36.6% | -24.0% | +11.2% |
| YTD | +50.1% | +19.8% | +30.3% | +49.6% |
| 1Y | +64.3% | +37.2% | +27.1% | +53.9% |
| All | +64.3% | +36.6% | +27.7% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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