+245.0%
TWLO vs S
+13.8%
+231.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.8% | -1.9% |
| 7D | -1.2% | -5.8% | +4.6% | +1.7% |
| 30D | -6.4% | -9.2% | +2.8% | -2.2% |
| 3M | +6.3% | +23.4% | -17.1% | -4.9% |
| 6M | +76.4% | +36.9% | +39.5% | +50.0% |
| YTD | +58.8% | +29.5% | +29.3% | +38.5% |
| 1Y | +107.1% | +5.4% | +101.7% | +96.0% |
| 3Y | +245.0% | +14.7% | +230.3% | +185.2% |
| All | +245.0% | +13.8% | +231.2% | +185.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling