-46.4%
TWLO vs S
-51.7%
+5.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +4.5% | +2.0% | +2.6% | +3.3% |
| 30D | -22.1% | -2.7% | -19.4% | -21.3% |
| 3M | -15.3% | -6.9% | -8.4% | -13.2% |
| 6M | +9.7% | +38.1% | -28.4% | -8.9% |
| YTD | +48.5% | +48.0% | +0.5% | +19.1% |
| 1Y | +70.3% | +34.5% | +35.9% | +41.8% |
| 3Y | +261.4% | +38.3% | +223.1% | +170.2% |
| 5Y | -30.6% | -70.9% | +40.3% | -10.8% |
| All | -46.4% | -51.7% | +5.3% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling