-35.6%
TWLO vs M
+22.2%
-57.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.9% |
| 7D | +0.2% | -4.1% | +4.3% | +1.5% |
| 30D | -9.1% | -13.6% | +4.5% | -4.9% |
| 3M | +11.0% | -2.3% | +13.3% | +10.6% |
| 6M | +79.4% | +21.9% | +57.5% | +65.4% |
| YTD | +59.7% | -0.6% | +60.3% | +55.9% |
| 1Y | +112.3% | +29.7% | +82.6% | +87.9% |
| 3Y | +247.0% | +107.3% | +139.7% | +132.1% |
| 5Y | -35.6% | +20.5% | -56.1% | -44.6% |
| All | -35.6% | +22.2% | -57.8% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling