+601.7%
TWLO vs RF
+343.8%
+257.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -1.5% | -0.9% | -0.6% | -1.1% |
| 30D | -26.0% | +6.0% | -32.0% | -27.5% |
| 3M | +4.6% | -8.9% | +13.5% | +7.8% |
| 6M | +5.5% | +2.3% | +3.2% | +4.1% |
| YTD | +42.0% | +7.6% | +34.5% | +36.7% |
| 1Y | +58.5% | +21.2% | +37.3% | +46.2% |
| 3Y | +279.7% | +108.5% | +171.1% | +189.6% |
| 5Y | -35.0% | +43.2% | -78.2% | -44.7% |
| 10Y | +539.9% | +288.1% | +251.8% | +229.3% |
| All | +601.7% | +343.8% | +257.9% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling