+301.0%
TWLO vs PODD
+223.0%
+78.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.8% |
| 7D | -2.4% | -10.5% | +8.1% | +2.0% |
| 30D | -7.8% | -9.0% | +1.2% | -4.3% |
| 3M | +10.0% | -11.5% | +21.6% | +13.5% |
| 6M | +79.5% | -44.7% | +124.2% | +122.3% |
| YTD | +59.8% | -53.6% | +113.4% | +112.2% |
| 1Y | +121.7% | -61.0% | +182.6% | +214.4% |
| 3Y | +240.8% | -24.7% | +265.5% | +242.2% |
| 5Y | -33.6% | -55.5% | +21.9% | -23.2% |
| All | +301.0% | +223.0% | +78.0% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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