+572.9%
TWLO vs PR
+86.0%
+486.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +4.5% | +6.0% | -1.4% | +3.9% |
| 30D | -22.1% | -4.2% | -17.9% | -21.9% |
| 3M | -15.3% | +10.0% | -25.3% | -16.4% |
| 6M | +9.7% | +15.6% | -6.0% | +7.6% |
| YTD | +48.5% | +68.2% | -19.7% | +39.7% |
| 1Y | +70.3% | +79.2% | -8.9% | +59.1% |
| 3Y | +261.4% | +94.9% | +166.5% | +232.5% |
| 5Y | -30.6% | +272.8% | -303.3% | -40.8% |
| All | +572.9% | +86.0% | +486.9% | +619.5% |
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