-8.3%
TWLO vs QS
-47.0%
+38.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.2% | +1.6% |
| 7D | +0.2% | -4.2% | +4.4% | +0.8% |
| 30D | -9.1% | -15.7% | +6.5% | -6.9% |
| 3M | +11.0% | -28.7% | +39.7% | +15.9% |
| 6M | +79.4% | -23.2% | +102.6% | +83.7% |
| YTD | +59.7% | -49.9% | +109.6% | +73.2% |
| 1Y | +112.3% | -38.8% | +151.1% | +119.7% |
| 3Y | +247.0% | -24.0% | +271.0% | +215.9% |
| 5Y | -35.6% | -75.6% | +40.0% | -36.5% |
| All | -8.3% | -47.0% | +38.7% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling