+307.6%
TWLO vs SM
+23.2%
+284.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | -3.9% | +2.1% | -6.0% | -4.1% |
| 30D | -9.7% | +18.1% | -27.8% | -11.4% |
| 3M | +11.6% | +17.0% | -5.4% | +9.3% |
| 6M | +84.7% | +55.4% | +29.3% | +74.8% |
| YTD | +62.5% | +108.6% | -46.1% | +48.7% |
| 1Y | +121.7% | +45.7% | +76.0% | +110.2% |
| 3Y | +253.0% | -0.3% | +253.3% | +241.5% |
| 5Y | -32.5% | +113.0% | -145.5% | -40.1% |
| All | +307.6% | +23.2% | +284.4% | +243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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