+119.2%
TWLO vs SITM
+4,789.7%
-4,670.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.2% | -3.0% |
| 7D | -2.4% | +3.9% | -6.3% | -3.4% |
| 30D | -7.8% | -6.6% | -1.2% | -6.8% |
| 3M | +10.0% | -11.9% | +21.9% | +10.2% |
| 6M | +79.5% | +81.1% | -1.7% | +43.9% |
| YTD | +59.8% | +80.0% | -20.1% | +25.7% |
| 1Y | +121.7% | +145.8% | -24.2% | +56.3% |
| 3Y | +240.8% | +475.9% | -235.1% | +65.2% |
| 5Y | -33.6% | +189.2% | -222.8% | -64.4% |
| All | +119.2% | +4,789.7% | -4,670.5% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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