-30.6%
TWLO vs PL
+31.5%
-62.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | +4.5% | +10.0% | -5.5% | +2.1% |
| 30D | -22.1% | -2.3% | -19.8% | -21.8% |
| 3M | -15.3% | -44.2% | +28.9% | -4.4% |
| 6M | +9.7% | -66.1% | +75.8% | +34.5% |
| YTD | +48.5% | -30.0% | +78.5% | +44.6% |
| 1Y | +70.3% | +21.0% | +49.3% | +39.8% |
| 3Y | +261.4% | +516.5% | -255.1% | +46.1% |
| All | -30.6% | +31.5% | -62.2% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling