+262.8%
TWLO vs REPL
-19.2%
+282.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.5% |
| 7D | -2.4% | -14.1% | +11.7% | -1.4% |
| 30D | -7.8% | -15.2% | +7.4% | -6.9% |
| 3M | +10.0% | +49.9% | -39.9% | +3.0% |
| 6M | +79.5% | +63.5% | +15.9% | +55.2% |
| YTD | +59.8% | +32.9% | +26.9% | +40.4% |
| 1Y | +121.7% | +115.0% | +6.7% | +76.6% |
| 3Y | +240.8% | -34.7% | +275.5% | +152.7% |
| 5Y | -33.6% | -59.7% | +26.1% | -48.8% |
| All | +262.8% | -19.2% | +282.1% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling