+64.3%
TWLO vs OMC
+24.5%
+39.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -2.0% |
| 7D | -15.9% | +12.5% | -28.4% | -19.6% |
| 30D | -29.0% | +16.3% | -45.3% | -33.3% |
| 3M | +10.0% | +8.1% | +2.0% | +7.0% |
| 6M | +12.6% | +17.2% | -4.6% | +5.2% |
| YTD | +50.1% | +11.8% | +38.3% | +42.0% |
| 1Y | +64.3% | +23.9% | +40.3% | +50.2% |
| All | +64.3% | +24.5% | +39.7% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling