+89.2%
TWLO vs PINS
-20.9%
+110.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.6% |
| 7D | -3.9% | -9.9% | +6.0% | +0.2% |
| 30D | -9.7% | -20.9% | +11.2% | -0.8% |
| 3M | +11.6% | -13.7% | +25.3% | +16.9% |
| 6M | +84.7% | -3.0% | +87.7% | +84.0% |
| YTD | +62.5% | -27.5% | +90.0% | +80.3% |
| 1Y | +121.7% | -46.8% | +168.5% | +175.8% |
| 3Y | +253.0% | -31.8% | +284.8% | +269.4% |
| 5Y | -32.5% | -65.4% | +32.9% | -15.2% |
| All | +89.2% | -20.9% | +110.2% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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