-32.3%
TWLO vs SM
+108.4%
-140.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.4% | +4.6% | -7.0% | -3.2% |
| 30D | -7.8% | +18.2% | -26.0% | -10.8% |
| 3M | +10.0% | +22.5% | -12.5% | +5.1% |
| 6M | +79.5% | +50.6% | +28.9% | +63.4% |
| YTD | +59.8% | +108.1% | -48.3% | +36.0% |
| 1Y | +121.7% | +46.0% | +75.7% | +101.2% |
| 3Y | +240.8% | +2.9% | +237.9% | +215.4% |
| All | -32.3% | +108.4% | -140.7% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling