+279.7%
TWLO vs PL
+455.3%
-175.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -1.0% |
| 7D | -1.5% | -6.8% | +5.4% | -0.6% |
| 30D | -26.0% | -29.3% | +3.3% | -22.3% |
| 3M | +4.6% | -44.8% | +49.3% | +13.3% |
| 6M | +5.5% | -68.4% | +73.9% | +20.9% |
| YTD | +42.0% | -36.4% | +78.4% | +41.7% |
| 1Y | +58.5% | +0.7% | +57.7% | +43.7% |
| 3Y | +279.7% | +455.3% | -175.6% | +126.5% |
| All | +279.7% | +455.3% | -175.6% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling