-36.0%
TWLO vs PL
+79.0%
-115.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | -1.2% | -7.5% | +6.3% | +0.3% |
| 30D | -6.4% | -25.6% | +19.2% | -0.2% |
| 3M | +6.3% | -45.6% | +51.9% | +20.3% |
| 6M | +76.4% | -29.5% | +106.0% | +77.4% |
| YTD | +58.8% | -9.7% | +68.5% | +47.1% |
| 1Y | +107.1% | +84.4% | +22.7% | +53.1% |
| 3Y | +245.0% | +550.0% | -305.0% | +42.6% |
| 5Y | -36.0% | +79.0% | -115.0% | -66.2% |
| All | -36.0% | +79.0% | -115.0% | -66.2% |
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