-32.3%
TWLO vs OMC
+30.5%
-62.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.3% |
| 7D | -2.4% | -4.4% | +2.0% | 0.0% |
| 30D | -7.8% | -7.6% | -0.2% | -3.7% |
| 3M | +10.0% | +4.5% | +5.5% | +6.7% |
| 6M | +79.5% | -0.3% | +79.7% | +78.7% |
| YTD | +59.8% | -0.1% | +60.0% | +57.7% |
| 1Y | +121.7% | +4.6% | +117.0% | +110.3% |
| 3Y | +240.8% | +10.5% | +230.3% | +191.8% |
| All | -32.3% | +30.5% | -62.8% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling