+709.2%
TWLO vs PR
+171.1%
+538.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -3.0% |
| 7D | -2.0% | +2.9% | -4.9% | -2.3% |
| 30D | +20.6% | +18.0% | +2.5% | +18.4% |
| 3M | -1.5% | +16.9% | -18.4% | -3.3% |
| 6M | +89.4% | +28.2% | +61.2% | +84.0% |
| YTD | +63.8% | +69.3% | -5.5% | +54.4% |
| 1Y | +119.7% | +69.5% | +50.2% | +106.8% |
| 3Y | +256.1% | +81.7% | +174.4% | +230.2% |
| 5Y | -36.6% | +422.2% | -458.8% | -47.1% |
| 10Y | +304.3% | +110.4% | +194.0% | +371.5% |
| All | +709.2% | +171.1% | +538.1% | +874.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling