+119.7%
TWLO vs QSR
+33.2%
+86.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -2.0% | +2.4% | -4.5% | -2.0% |
| 30D | +20.6% | +7.6% | +13.0% | +20.4% |
| 3M | -1.5% | +12.6% | -14.2% | -1.6% |
| 6M | +89.4% | +14.4% | +75.1% | +89.3% |
| YTD | +63.8% | +19.6% | +44.2% | +64.1% |
| 1Y | +119.7% | +33.9% | +85.9% | +114.2% |
| All | +119.7% | +33.2% | +86.5% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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