+662.3%
TWLO vs M
+15.9%
+646.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.6% |
| 7D | +2.8% | -3.3% | +6.1% | +3.4% |
| 30D | -22.4% | +8.1% | -30.4% | -23.6% |
| 3M | -14.2% | +2.2% | -16.5% | -14.9% |
| 6M | +10.5% | +35.1% | -24.6% | +3.4% |
| YTD | +54.3% | +15.8% | +38.5% | +47.6% |
| 1Y | +68.0% | +25.8% | +42.2% | +57.9% |
| 3Y | +273.0% | +156.2% | +116.8% | +195.9% |
| 5Y | -26.3% | -2.4% | -24.0% | -33.3% |
| 10Y | +595.4% | -7.1% | +602.6% | +642.4% |
| All | +662.3% | +15.9% | +646.4% | +535.0% |
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