+709.2%
TWLO vs M
+6.6%
+702.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.6% |
| 7D | -2.0% | +4.7% | -6.7% | -2.9% |
| 30D | +20.6% | -9.6% | +30.2% | +22.9% |
| 3M | -1.5% | +0.9% | -2.4% | -2.2% |
| 6M | +89.4% | +22.3% | +67.2% | +80.9% |
| YTD | +63.8% | +6.5% | +57.3% | +59.7% |
| 1Y | +119.7% | +38.8% | +81.0% | +103.1% |
| 3Y | +256.1% | +115.9% | +140.2% | +192.1% |
| 5Y | -36.6% | +28.6% | -65.2% | -43.3% |
| 10Y | +304.3% | -2.5% | +306.9% | +304.5% |
| All | +709.2% | +6.6% | +702.6% | +587.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling