-32.3%
TWLO vs SITM
+187.3%
-219.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.2% | -3.1% |
| 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% | +10.3% |
| 6M | +79.5% | +81.1% | -1.7% | +41.0% |
| YTD | +59.8% | +80.0% | -20.1% | +22.8% |
| 1Y | +121.7% | +145.8% | -24.2% | +50.5% |
| 3Y | +240.8% | +475.9% | -235.1% | +46.3% |
| All | -32.3% | +187.3% | -219.6% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling