+580.0%
TWLO vs RF
+248.4%
+331.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -26.0% | +6.2% | -32.2% | -27.5% |
| 3M | -14.3% | -7.8% | -6.5% | -12.1% |
| 6M | +6.2% | +5.9% | +0.3% | +3.7% |
| YTD | +50.6% | +9.0% | +41.6% | +44.5% |
| 1Y | +64.0% | +19.3% | +44.8% | +52.6% |
| 3Y | +264.1% | +116.4% | +147.6% | +177.4% |
| 5Y | -27.9% | +46.0% | -74.0% | -38.8% |
| 10Y | +580.0% | +239.8% | +340.2% | +397.7% |
| All | +580.0% | +248.4% | +331.7% | +397.7% |
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