+254.7%
TWLO vs RF
+86.8%
+167.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.1% | -3.1% |
| 7D | -2.0% | +1.3% | -3.3% | -2.6% |
| 30D | +20.6% | -3.6% | +24.2% | +22.5% |
| 3M | -1.5% | +8.1% | -9.6% | -5.1% |
| 6M | +89.4% | +11.5% | +78.0% | +79.1% |
| YTD | +63.8% | +15.6% | +48.2% | +50.7% |
| 1Y | +119.7% | +15.7% | +104.1% | +101.6% |
| All | +254.7% | +86.8% | +167.9% | +136.3% |
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