+301.0%
TWLO vs PSLV
+190.6%
+110.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.4% | -3.5% | +1.0% | -1.8% |
| 30D | -7.8% | -2.1% | -5.7% | -7.6% |
| 3M | +10.0% | -1.6% | +11.7% | +10.0% |
| 6M | +79.5% | -25.5% | +105.0% | +87.9% |
| YTD | +59.8% | -11.4% | +71.3% | +55.9% |
| 1Y | +121.7% | +48.6% | +73.1% | +88.0% |
| 3Y | +240.8% | +166.9% | +73.9% | +142.9% |
| 5Y | -33.6% | +152.4% | -186.0% | -52.8% |
| All | +301.0% | +190.6% | +110.4% | +152.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling