+58.2%
TWLO vs PL
+8.6%
+49.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +14.5% | -12.2% | +1.1% |
| 7D | -0.5% | +10.9% | -11.3% | -1.4% |
| 30D | -28.6% | -16.4% | -12.3% | -28.1% |
| 3M | -14.4% | -39.9% | +25.6% | -12.3% |
| 6M | +2.4% | -63.2% | +65.6% | +5.4% |
| YTD | +45.3% | -27.1% | +72.4% | +45.2% |
| All | +58.2% | +8.6% | +49.6% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling