+301.0%
TWLO vs PHM
+568.1%
-267.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.3% |
| 7D | -2.4% | -5.0% | +2.6% | -0.5% |
| 30D | -7.8% | -8.4% | +0.6% | -4.8% |
| 3M | +10.0% | -4.4% | +14.5% | +11.2% |
| 6M | +79.5% | -3.7% | +83.2% | +78.8% |
| YTD | +59.8% | +1.3% | +58.6% | +53.8% |
| 1Y | +121.7% | -14.0% | +135.7% | +128.0% |
| 3Y | +240.8% | +48.1% | +192.7% | +161.8% |
| 5Y | -33.6% | +158.8% | -192.4% | -61.1% |
| All | +301.0% | +568.1% | -267.2% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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