-32.3%
TWLO vs QID
-80.8%
+48.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -2.8% |
| 7D | -2.4% | +1.3% | -3.7% | -1.6% |
| 30D | -7.8% | +2.9% | -10.8% | -5.7% |
| 3M | +10.0% | -0.7% | +10.8% | +10.9% |
| 6M | +79.5% | -29.7% | +109.1% | +45.8% |
| YTD | +59.8% | -27.9% | +87.7% | +33.5% |
| 1Y | +121.7% | -34.6% | +156.2% | +76.5% |
| 3Y | +240.8% | -73.5% | +314.3% | +64.1% |
| All | -32.3% | -80.8% | +48.4% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling