+64.3%
TWLO vs QID
-21.1%
+85.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -1.1% |
| 7D | -15.9% | +9.8% | -25.7% | -11.2% |
| 30D | -29.0% | +18.9% | -48.0% | -22.1% |
| 3M | +10.0% | +9.6% | +0.4% | +17.3% |
| 6M | +12.6% | -7.8% | +20.4% | +11.6% |
| YTD | +50.1% | -23.3% | +73.4% | +39.0% |
| 1Y | +64.3% | -22.0% | +86.3% | +54.9% |
| All | +64.3% | -21.1% | +85.4% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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