-46.5%
TWLO vs PL
+45.6%
-92.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +0.2% | +5.6% | -5.4% | -1.4% |
| 30D | -26.0% | -16.9% | -9.1% | -23.1% |
| 3M | -14.3% | -38.2% | +23.9% | -5.5% |
| 6M | +6.2% | -63.4% | +69.7% | +27.9% |
| YTD | +50.6% | -27.6% | +78.2% | +45.5% |
| 1Y | +64.0% | +6.6% | +57.4% | +39.5% |
| 3Y | +264.1% | +557.6% | -293.5% | +44.2% |
| 5Y | -27.9% | +39.5% | -67.4% | -60.3% |
| All | -46.5% | +45.6% | -92.2% | -70.1% |
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