-35.6%
TWLO vs REPL
-53.9%
+18.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +0.7% |
| 7D | +0.2% | -9.6% | +9.8% | +0.7% |
| 30D | -9.1% | +5.7% | -14.9% | -9.5% |
| 3M | +11.0% | +56.4% | -45.4% | +5.6% |
| 6M | +79.4% | +67.4% | +11.9% | +61.9% |
| YTD | +59.7% | +48.7% | +11.1% | +44.9% |
| 1Y | +112.3% | +148.3% | -36.0% | +78.2% |
| 3Y | +247.0% | -26.7% | +273.6% | +193.6% |
| 5Y | -35.6% | -54.1% | +18.6% | -47.4% |
| All | -35.6% | -53.9% | +18.3% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling