+240.8%
TWLO vs PHM
+49.3%
+191.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | -2.4% | -5.0% | +2.6% | -1.5% |
| 30D | -7.8% | -8.4% | +0.6% | -6.4% |
| 3M | +10.0% | -4.4% | +14.5% | +10.7% |
| 6M | +79.5% | -3.7% | +83.2% | +79.4% |
| YTD | +59.8% | +1.3% | +58.6% | +56.1% |
| 1Y | +121.7% | -14.0% | +135.7% | +126.7% |
| 3Y | +240.8% | +48.1% | +192.7% | +149.9% |
| All | +240.8% | +49.3% | +191.5% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling