+240.8%
TWLO vs SEI
+594.6%
-353.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.1% |
| 7D | -2.4% | +22.6% | -25.0% | -4.5% |
| 30D | -7.8% | +9.1% | -16.9% | -8.9% |
| 3M | +10.0% | -11.3% | +21.4% | +10.4% |
| 6M | +79.5% | +22.0% | +57.4% | +72.4% |
| YTD | +59.8% | +47.3% | +12.6% | +48.6% |
| 1Y | +121.7% | +124.8% | -3.1% | +93.9% |
| 3Y | +240.8% | +591.3% | -350.5% | +180.3% |
| All | +240.8% | +594.6% | -353.8% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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