+7.4%
TWLO vs OPEN
-74.0%
+81.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.7% | +8.4% | +2.9% |
| 7D | -3.9% | -10.5% | +6.7% | -2.0% |
| 30D | -9.7% | -21.8% | +12.1% | -5.9% |
| 3M | +11.6% | -37.5% | +49.1% | +20.0% |
| 6M | +84.7% | -44.1% | +128.8% | +101.0% |
| YTD | +62.5% | -52.0% | +114.5% | +79.1% |
| 1Y | +121.7% | -52.2% | +173.9% | +124.0% |
| 3Y | +253.0% | -25.9% | +278.9% | +149.1% |
| 5Y | -32.5% | -85.1% | +52.6% | -42.4% |
| All | +7.4% | -74.0% | +81.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 10y: compounded portfolio wealth divided by compounded OPEN 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…
10y analysis · Full analysis span regression · 6 months rolling