+301.0%
TWLO vs M
-3.0%
+304.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.7% | -9.3% | -3.0% |
| 7D | -2.4% | -4.2% | +1.8% | -1.8% |
| 30D | -7.8% | -7.2% | -0.6% | -6.7% |
| 3M | +10.0% | -11.1% | +21.2% | +11.8% |
| 6M | +79.5% | +28.8% | +50.7% | +69.9% |
| YTD | +59.8% | +2.0% | +57.8% | +57.0% |
| 1Y | +121.7% | +31.3% | +90.4% | +107.4% |
| 3Y | +240.8% | +119.1% | +121.7% | +181.2% |
| 5Y | -33.6% | +29.7% | -63.3% | -40.2% |
| All | +301.0% | -3.0% | +304.0% | +273.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling