+702.8%
TWLO vs PSX
+373.1%
+329.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | -3.9% | +1.5% | -5.4% | -4.3% |
| 30D | -9.7% | +15.8% | -25.5% | -12.9% |
| 3M | +11.6% | +43.0% | -31.4% | +2.1% |
| 6M | +84.7% | +61.1% | +23.6% | +63.6% |
| YTD | +62.5% | +104.5% | -42.0% | +35.1% |
| 1Y | +121.7% | +102.5% | +19.2% | +84.2% |
| 3Y | +253.0% | +133.5% | +119.5% | +177.4% |
| 5Y | -32.5% | +367.0% | -399.4% | -56.2% |
| 10Y | +312.7% | +382.3% | -69.6% | +172.8% |
| All | +702.8% | +373.1% | +329.7% | +477.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling