+662.3%
TWLO vs RF
+349.0%
+313.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +2.8% | -1.3% | +4.1% | +3.3% |
| 30D | -22.4% | +4.6% | -27.0% | -23.6% |
| 3M | -14.2% | -8.4% | -5.8% | -11.8% |
| 6M | +10.5% | +8.9% | +1.7% | +6.8% |
| YTD | +54.3% | +8.8% | +45.5% | +48.0% |
| 1Y | +68.0% | +18.9% | +49.1% | +56.0% |
| 3Y | +273.0% | +116.0% | +157.0% | +181.3% |
| 5Y | -26.3% | +46.0% | -72.4% | -37.7% |
| 10Y | +595.4% | +231.7% | +363.7% | +304.5% |
| All | +662.3% | +349.0% | +313.4% | +254.1% |
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