+684.6%
TWLO vs PSA
+86.3%
+598.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | -6.4% | -8.2% | +1.8% | -3.7% |
| 3M | +6.3% | -2.1% | +8.4% | +6.8% |
| 6M | +76.4% | -0.2% | +76.6% | +75.0% |
| YTD | +58.8% | +18.5% | +40.3% | +46.8% |
| 1Y | +107.1% | +6.6% | +100.5% | +98.8% |
| 3Y | +245.0% | +24.5% | +220.5% | +207.0% |
| 5Y | -36.0% | +13.6% | -49.5% | -41.3% |
| 10Y | +293.2% | +102.0% | +191.2% | +214.8% |
| All | +684.6% | +86.3% | +598.4% | +558.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling