+64.3%
TWLO vs REPL
+125.1%
-60.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -15.9% | +28.8% | -44.7% | -16.2% |
| 30D | -29.0% | +57.3% | -86.4% | -29.7% |
| 3M | +10.0% | +73.6% | -63.6% | +8.8% |
| 6M | +12.6% | +582.8% | -570.3% | +7.3% |
| YTD | +50.1% | +112.9% | -62.8% | +55.5% |
| 1Y | +64.3% | +130.7% | -66.4% | +64.7% |
| All | +64.3% | +125.1% | -60.9% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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