+644.0%
TWLO vs P
+875.0%
-230.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | +0.2% | -13.3% | +13.5% | +5.5% |
| 30D | -26.0% | -34.0% | +8.0% | -13.4% |
| 3M | -14.3% | +4.1% | -18.4% | -18.0% |
| 6M | +6.2% | +30.5% | -24.3% | -10.1% |
| YTD | +50.6% | +52.2% | -1.6% | +17.7% |
| 1Y | +64.0% | +10.3% | +53.7% | +42.1% |
| 3Y | +264.1% | +180.9% | +83.2% | +79.0% |
| 5Y | -27.9% | +259.7% | -287.7% | -69.2% |
| 10Y | +580.0% | +652.6% | -72.6% | +115.4% |
| All | +644.0% | +875.0% | -230.9% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling