-32.3%
TWLO vs QSR
+40.5%
-72.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.0% |
| 7D | -2.4% | -4.0% | +1.6% | -0.2% |
| 30D | -7.8% | +2.8% | -10.6% | -9.4% |
| 3M | +10.0% | +5.1% | +4.9% | +6.2% |
| 6M | +79.5% | +8.8% | +70.7% | +68.2% |
| YTD | +59.8% | +14.8% | +45.0% | +44.0% |
| 1Y | +121.7% | +25.7% | +96.0% | +86.1% |
| 3Y | +240.8% | +27.5% | +213.3% | +169.5% |
| All | -32.3% | +40.5% | -72.9% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling