+240.8%
TWLO vs PSA
+22.3%
+218.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.8% |
| 7D | -2.4% | -1.8% | -0.6% | -2.0% |
| 30D | -7.8% | -8.4% | +0.6% | -6.0% |
| 3M | +10.0% | -7.8% | +17.9% | +12.0% |
| 6M | +79.5% | +0.8% | +78.7% | +77.3% |
| YTD | +59.8% | +16.5% | +43.3% | +48.8% |
| 1Y | +121.7% | +4.7% | +117.0% | +115.0% |
| 3Y | +240.8% | +21.1% | +219.8% | +185.5% |
| All | +240.8% | +22.3% | +218.5% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 3y: compounded portfolio wealth divided by compounded PSA 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…
3y analysis · Full analysis span regression · 6 months rolling