+246.5%
TWLO vs OWL
-0.3%
+246.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +3.4% |
| 7D | -3.9% | -11.9% | +8.0% | +1.2% |
| 30D | -9.7% | -13.7% | +4.0% | -4.1% |
| 3M | +11.6% | +12.3% | -0.6% | +6.1% |
| 6M | +84.7% | +15.0% | +69.7% | +73.2% |
| YTD | +62.5% | -25.7% | +88.2% | +79.9% |
| 1Y | +121.7% | -39.5% | +161.2% | +164.6% |
| All | +246.5% | -0.3% | +246.8% | +230.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling