+64.3%
TWLO vs PSLV
+7.9%
+56.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.0% | -6.1% | -0.8% |
| 7D | -15.9% | -2.6% | -13.2% | -15.6% |
| 30D | -29.0% | -14.2% | -14.9% | -28.0% |
| 3M | +10.0% | -12.2% | +22.3% | +11.4% |
| 6M | +12.6% | -28.1% | +40.6% | +15.4% |
| YTD | +50.1% | -28.2% | +78.3% | +51.1% |
| 1Y | +64.3% | +9.1% | +55.1% | +45.0% |
| All | +64.3% | +7.9% | +56.4% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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