+709.2%
TWLO vs P
+851.3%
-142.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.7% |
| 7D | -2.0% | +6.5% | -8.6% | -4.5% |
| 30D | +20.6% | +18.8% | +1.7% | +11.4% |
| 3M | -1.5% | +26.7% | -28.3% | -12.9% |
| 6M | +89.4% | +62.2% | +27.3% | +48.7% |
| YTD | +63.8% | +48.5% | +15.3% | +31.5% |
| 1Y | +119.7% | +26.4% | +93.3% | +82.6% |
| 3Y | +256.1% | +159.4% | +96.7% | +84.9% |
| 5Y | -36.6% | +275.8% | -312.4% | -73.1% |
| 10Y | +304.3% | +732.0% | -427.7% | +23.7% |
| All | +709.2% | +851.3% | -142.1% | +97.2% |
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 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