-49.6%
TWLO vs PL
+28.1%
-77.6%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -1.8% |
| 7D | -1.5% | -6.8% | +5.4% | -0.1% |
| 30D | -26.0% | -29.3% | +3.3% | -20.1% |
| 3M | +4.6% | -44.8% | +49.3% | +18.7% |
| 6M | +5.5% | -68.4% | +73.9% | +31.2% |
| YTD | +42.0% | -36.4% | +78.4% | +41.6% |
| 1Y | +58.5% | +0.7% | +57.7% | +36.3% |
| 3Y | +279.7% | +455.3% | -175.6% | +57.6% |
| 5Y | -35.0% | +22.7% | -57.6% | -62.6% |
| All | -49.6% | +28.1% | -77.6% | -70.9% |
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