+119.7%
TWLO vs OWL
-29.1%
+148.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.4% | -2.8% |
| 7D | -2.0% | -2.2% | +0.2% | -1.1% |
| 30D | +20.6% | +3.7% | +16.9% | +19.2% |
| 3M | -1.5% | +17.5% | -19.1% | -7.0% |
| 6M | +89.4% | +18.5% | +70.9% | +76.9% |
| YTD | +63.8% | -16.3% | +80.1% | +65.6% |
| 1Y | +119.7% | -29.7% | +149.5% | +124.3% |
| All | +119.7% | -29.1% | +148.9% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling