+240.6%
TWLO vs SM
-1.2%
+241.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -9.1% | +20.3% | -29.4% | -12.1% |
| 3M | +11.0% | +22.9% | -11.9% | +6.3% |
| 6M | +79.4% | +47.8% | +31.5% | +64.9% |
| YTD | +59.7% | +107.5% | -47.7% | +37.0% |
| 1Y | +112.3% | +51.7% | +60.6% | +92.6% |
| All | +240.6% | -1.2% | +241.8% | +205.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling