+301.0%
TWLO vs SHAK
+87.2%
+213.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -2.6% |
| 7D | -2.4% | -8.3% | +5.9% | +0.2% |
| 30D | -7.8% | -12.6% | +4.8% | -4.1% |
| 3M | +10.0% | +9.1% | +0.9% | +5.7% |
| 6M | +79.5% | -31.2% | +110.7% | +92.5% |
| YTD | +59.8% | -21.6% | +81.4% | +61.8% |
| 1Y | +121.7% | -38.8% | +160.5% | +144.3% |
| 3Y | +240.8% | +0.6% | +240.2% | +186.5% |
| 5Y | -33.6% | -22.5% | -11.1% | -41.2% |
| All | +301.0% | +87.2% | +213.8% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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