-30.6%
TWLO vs PSX
+306.7%
-337.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | +4.5% | +7.8% | -3.3% | +2.9% |
| 30D | -22.1% | -10.9% | -11.2% | -20.4% |
| 3M | -15.3% | +14.5% | -29.8% | -18.5% |
| 6M | +9.7% | +56.1% | -46.5% | -1.9% |
| YTD | +48.5% | +109.6% | -61.1% | +22.4% |
| 1Y | +70.3% | +95.5% | -25.2% | +42.8% |
| 3Y | +261.4% | +156.2% | +105.2% | +173.1% |
| All | -30.6% | +306.7% | -337.3% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 5y: compounded portfolio wealth divided by compounded PSX 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…
5y analysis · Full analysis span regression · 6 months rolling