+64.3%
TWLO vs PR
+87.5%
-23.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | -0.7% |
| 7D | -15.9% | -12.1% | -3.8% | -16.8% |
| 30D | -29.0% | +0.9% | -29.9% | -29.0% |
| 3M | +10.0% | +10.1% | -0.1% | +10.6% |
| 6M | +12.6% | +1.1% | +11.5% | +12.2% |
| YTD | +50.1% | +63.7% | -13.6% | +64.9% |
| 1Y | +64.3% | +87.0% | -22.8% | +86.9% |
| All | +64.3% | +87.5% | -23.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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