+684.6%
TWLO vs OMC
+35.3%
+649.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.4% |
| 7D | -1.2% | -5.8% | +4.6% | +0.9% |
| 30D | -6.4% | -4.8% | -1.6% | -4.7% |
| 3M | +6.3% | +9.2% | -2.9% | +2.8% |
| 6M | +76.4% | -2.5% | +78.9% | +77.6% |
| YTD | +58.8% | +2.6% | +56.3% | +56.4% |
| 1Y | +107.1% | +5.9% | +101.1% | +100.6% |
| 3Y | +245.0% | +14.2% | +230.8% | +221.6% |
| 5Y | -36.0% | +33.2% | -69.2% | -42.6% |
| 10Y | +293.2% | +33.4% | +259.8% | +262.5% |
| All | +684.6% | +35.3% | +649.3% | +604.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling