+684.6%
TWLO vs QID
-99.3%
+783.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -2.9% |
| 7D | -1.2% | -2.7% | +1.5% | -2.9% |
| 30D | -6.4% | +1.8% | -8.2% | -5.0% |
| 3M | +6.3% | -2.2% | +8.4% | +6.2% |
| 6M | +76.4% | -32.1% | +108.6% | +40.5% |
| YTD | +58.8% | -28.6% | +87.4% | +32.3% |
| 1Y | +107.1% | -36.3% | +143.4% | +62.7% |
| 3Y | +245.0% | -74.4% | +319.4% | +69.6% |
| 5Y | -36.0% | -80.8% | +44.8% | -63.5% |
| 10Y | +293.2% | -99.1% | +392.3% | -61.2% |
| All | +684.6% | -99.3% | +783.9% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling