-32.3%
TWLO vs SHAK
-22.8%
-9.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -2.8% |
| 7D | -2.4% | -8.3% | +5.9% | +0.5% |
| 30D | -7.8% | -12.6% | +4.8% | -3.6% |
| 3M | +10.0% | +9.1% | +0.9% | +5.0% |
| 6M | +79.5% | -31.2% | +110.7% | +94.3% |
| YTD | +59.8% | -21.6% | +81.4% | +60.7% |
| 1Y | +121.7% | -38.8% | +160.5% | +148.1% |
| 3Y | +240.8% | +0.6% | +240.2% | +150.9% |
| All | -32.3% | -22.8% | -9.6% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling