+84.7%
TWLO vs OMC
-3.6%
+88.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +0.8% |
| 7D | -3.9% | -6.2% | +2.3% | +0.1% |
| 30D | -9.7% | -7.6% | -2.1% | -5.3% |
| 3M | +11.6% | +7.4% | +4.2% | +5.8% |
| 6M | +84.7% | +0.1% | +84.5% | +85.9% |
| All | +84.7% | -3.6% | +88.3% | +85.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling