+305.7%
TWLO vs P
+694.3%
-388.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +2.2% |
| 7D | +0.2% | +5.0% | -4.8% | -1.8% |
| 30D | -9.1% | -0.9% | -8.2% | -9.8% |
| 3M | +11.0% | +38.7% | -27.7% | -5.2% |
| 6M | +79.4% | +54.4% | +25.0% | +43.8% |
| YTD | +59.7% | +44.8% | +14.9% | +29.6% |
| 1Y | +112.3% | +22.5% | +89.8% | +78.7% |
| 3Y | +247.0% | +148.2% | +98.7% | +84.4% |
| 5Y | -35.6% | +268.9% | -304.5% | -72.3% |
| 10Y | +305.7% | +696.9% | -391.2% | +43.2% |
| All | +305.7% | +694.3% | -388.6% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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