+293.2%
TWLO vs RF
+334.9%
-41.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.7% |
| 7D | -1.2% | +2.7% | -3.9% | -2.0% |
| 30D | -6.4% | -3.4% | -3.0% | -5.3% |
| 3M | +6.3% | +6.4% | -0.1% | +4.0% |
| 6M | +76.4% | +13.4% | +63.0% | +68.4% |
| YTD | +58.8% | +14.2% | +44.6% | +50.4% |
| 1Y | +107.1% | +15.7% | +91.4% | +95.0% |
| 3Y | +245.0% | +91.3% | +153.6% | +172.8% |
| 5Y | -36.0% | +89.8% | -125.7% | -48.8% |
| 10Y | +293.2% | +336.7% | -43.5% | +120.4% |
| All | +293.2% | +334.9% | -41.7% | +120.4% |
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