+261.4%
TWLO vs MOD
+201.5%
+59.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +27.9% | -28.3% | -4.5% |
| 7D | +4.5% | +40.4% | -35.9% | -1.2% |
| 30D | -22.1% | -14.0% | -8.1% | -21.0% |
| 3M | -15.3% | -33.3% | +18.0% | -11.4% |
| 6M | +9.7% | -51.4% | +61.1% | +19.1% |
| YTD | +48.5% | +1.6% | +46.9% | +41.5% |
| 1Y | +70.3% | +5.4% | +65.0% | +60.1% |
| 3Y | +261.4% | +191.0% | +70.4% | +106.7% |
| All | +261.4% | +201.5% | +59.9% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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