+246.5%
TWLO vs QS
-26.0%
+272.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -3.9% | -5.0% | +1.1% | -3.2% |
| 30D | -9.7% | -18.3% | +8.6% | -7.1% |
| 3M | +11.6% | -26.0% | +37.6% | +15.7% |
| 6M | +84.7% | -24.0% | +108.7% | +89.2% |
| YTD | +62.5% | -50.3% | +112.8% | +75.8% |
| 1Y | +121.7% | -38.0% | +159.7% | +129.9% |
| All | +246.5% | -26.0% | +272.5% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling