+293.2%
TWLO vs PR
+101.2%
+192.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.3% | -3.2% |
| 7D | -1.2% | -0.6% | -0.6% | -1.2% |
| 30D | -6.4% | +17.4% | -23.7% | -8.0% |
| 3M | +6.3% | +21.8% | -15.5% | +3.9% |
| 6M | +76.4% | +27.6% | +48.8% | +71.4% |
| YTD | +58.8% | +71.4% | -12.6% | +49.4% |
| 1Y | +107.1% | +78.3% | +28.8% | +93.8% |
| 3Y | +245.0% | +85.5% | +159.5% | +219.1% |
| 5Y | -36.0% | +422.7% | -458.6% | -46.7% |
| 10Y | +293.2% | +87.1% | +206.1% | +351.4% |
| All | +293.2% | +101.2% | +192.0% | +351.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling