+576.0%
TWLO vs RF
+219.4%
+356.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -3.2% |
| 7D | +5.6% | +0.4% | +5.2% | +5.5% |
| 30D | -24.6% | +5.6% | -30.2% | -26.0% |
| 3M | -14.0% | -8.9% | -5.1% | -11.4% |
| 6M | +10.1% | +7.1% | +3.0% | +7.1% |
| YTD | +49.2% | +8.3% | +40.9% | +43.5% |
| 1Y | +65.2% | +16.8% | +48.4% | +54.7% |
| 3Y | +260.7% | +115.0% | +145.7% | +175.0% |
| 5Y | -30.2% | +46.4% | -76.6% | -40.7% |
| All | +576.0% | +219.4% | +356.6% | +390.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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