+119.7%
TWLO vs PR
+76.5%
+43.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -3.1% |
| 7D | -2.0% | +2.9% | -4.9% | -2.0% |
| 30D | +20.6% | +18.0% | +2.5% | +20.1% |
| 3M | -1.5% | +16.9% | -18.4% | -1.9% |
| 6M | +89.4% | +28.2% | +61.2% | +88.8% |
| YTD | +63.8% | +69.3% | -5.5% | +63.7% |
| 1Y | +119.7% | +69.5% | +50.2% | +106.2% |
| All | +119.7% | +76.5% | +43.2% | +106.2% |
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