+246.5%
TWLO vs OMC
+11.1%
+235.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.1% |
| 7D | -3.9% | -6.2% | +2.3% | -1.2% |
| 30D | -9.7% | -7.6% | -2.1% | -6.7% |
| 3M | +11.6% | +7.4% | +4.2% | +8.2% |
| 6M | +84.7% | +0.1% | +84.5% | +84.0% |
| YTD | +62.5% | +0.4% | +62.1% | +61.1% |
| 1Y | +121.7% | +7.8% | +113.9% | +112.1% |
| All | +246.5% | +11.1% | +235.4% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling