+58.5%
TWLO vs PR
+80.1%
-21.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.6% |
| 7D | -1.5% | -16.4% | +14.9% | -2.7% |
| 30D | -26.0% | -1.9% | -24.1% | -26.1% |
| 3M | +4.6% | +8.0% | -3.4% | +4.7% |
| 6M | +5.5% | +4.1% | +1.4% | +5.2% |
| YTD | +42.0% | +58.7% | -16.7% | +52.5% |
| 1Y | +58.5% | +75.8% | -17.4% | +70.0% |
| All | +58.5% | +80.1% | -21.6% | +70.0% |
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