+580.0%
TWLO vs PR
+65.1%
+515.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +3.6% |
| 7D | +0.2% | -9.5% | +9.7% | +1.2% |
| 30D | -26.0% | -5.7% | -20.3% | -25.7% |
| 3M | -14.3% | +3.0% | -17.3% | -14.8% |
| 6M | +6.2% | +11.8% | -5.6% | +4.5% |
| YTD | +50.6% | +58.5% | -7.9% | +42.5% |
| 1Y | +64.0% | +69.9% | -5.9% | +54.0% |
| 3Y | +264.1% | +84.9% | +179.1% | +236.7% |
| 5Y | -27.9% | +246.4% | -274.4% | -38.1% |
| 10Y | +580.0% | +70.3% | +509.7% | +634.6% |
| All | +580.0% | +65.1% | +515.0% | +634.6% |
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