-48.4%
TWLO vs PL
+46.6%
-95.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +14.5% | -12.2% | -1.0% |
| 7D | -0.5% | +10.9% | -11.3% | -3.1% |
| 30D | -28.6% | -16.4% | -12.3% | -25.9% |
| 3M | -14.4% | -39.9% | +25.6% | -5.0% |
| 6M | +2.4% | -63.2% | +65.6% | +23.2% |
| YTD | +45.3% | -27.1% | +72.4% | +40.1% |
| 1Y | +61.8% | +12.2% | +49.7% | +35.7% |
| 3Y | +269.0% | +584.3% | -315.3% | +44.1% |
| 5Y | -33.5% | +37.0% | -70.5% | -63.3% |
| All | -48.4% | +46.6% | -95.1% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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