+702.8%
TWLO vs MKTX
+28.5%
+674.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | -9.7% | +0.8% | -10.5% | -10.0% |
| 3M | +11.6% | +41.1% | -29.5% | -5.0% |
| 6M | +84.7% | -9.5% | +94.2% | +88.8% |
| YTD | +62.5% | -8.7% | +71.2% | +65.0% |
| 1Y | +121.7% | -10.0% | +131.7% | +125.0% |
| 3Y | +253.0% | -24.6% | +277.6% | +258.6% |
| 5Y | -32.5% | -60.3% | +27.8% | -5.9% |
| 10Y | +312.7% | +5.0% | +307.7% | +280.9% |
| All | +702.8% | +28.5% | +674.4% | +487.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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