+245.0%
TWLO vs M
+120.4%
+124.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.5% |
| 7D | -1.2% | +2.4% | -3.6% | -1.7% |
| 30D | -6.4% | -11.6% | +5.2% | -4.0% |
| 3M | +6.3% | +1.6% | +4.7% | +5.2% |
| 6M | +76.4% | +25.2% | +51.2% | +66.2% |
| YTD | +58.8% | +3.8% | +55.1% | +55.2% |
| 1Y | +107.1% | +36.3% | +70.7% | +88.2% |
| 3Y | +245.0% | +116.3% | +128.6% | +148.6% |
| All | +245.0% | +120.4% | +124.5% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling