+271.8%
TWLO vs REPL
-6.0%
+277.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -3.0% |
| 7D | -2.0% | -3.0% | +0.9% | -1.8% |
| 30D | +20.6% | +27.1% | -6.6% | +18.3% |
| 3M | -1.5% | +52.4% | -53.9% | -7.8% |
| 6M | +89.4% | +107.4% | -18.0% | +60.7% |
| YTD | +63.8% | +54.7% | +9.1% | +42.4% |
| 1Y | +119.7% | +158.9% | -39.1% | +72.5% |
| 3Y | +256.1% | -23.7% | +279.9% | +161.2% |
| 5Y | -36.6% | -54.3% | +17.8% | -51.4% |
| All | +271.8% | -6.0% | +277.8% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling