-41.4%
TWLO vs S
-56.9%
+15.6%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.8% |
| 7D | -3.9% | +0.1% | -3.9% | -3.9% |
| 30D | -9.7% | -11.8% | +2.1% | -4.1% |
| 3M | +11.6% | +33.9% | -22.3% | -4.9% |
| 6M | +84.7% | +40.1% | +44.6% | +53.6% |
| YTD | +62.5% | +32.1% | +30.4% | +39.3% |
| 1Y | +121.7% | +11.0% | +110.7% | +105.6% |
| 3Y | +253.0% | +16.9% | +236.0% | +189.5% |
| 5Y | -32.5% | -68.9% | +36.4% | -12.9% |
| All | -41.4% | -56.9% | +15.6% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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