+261.4%
TWLO vs RF
+119.8%
+141.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.0% |
| 7D | +4.5% | +1.9% | +2.6% | +3.7% |
| 30D | -22.1% | +7.3% | -29.4% | -24.3% |
| 3M | -15.3% | -7.9% | -7.4% | -12.4% |
| 6M | +9.7% | +10.5% | -0.9% | +4.2% |
| YTD | +48.5% | +9.6% | +38.8% | +39.3% |
| 1Y | +70.3% | +20.3% | +50.0% | +51.7% |
| 3Y | +261.4% | +119.5% | +141.9% | +136.0% |
| All | +261.4% | +119.8% | +141.6% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling