+709.2%
TWLO vs SM
+41.0%
+668.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.8% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +20.6% | +26.3% | -5.7% | +17.4% |
| 3M | -1.5% | +8.7% | -10.2% | -2.9% |
| 6M | +89.4% | +51.7% | +37.8% | +79.5% |
| YTD | +63.8% | +99.0% | -35.3% | +50.4% |
| 1Y | +119.7% | +34.6% | +85.1% | +109.8% |
| 3Y | +256.1% | -7.8% | +263.9% | +247.2% |
| 5Y | -36.6% | +104.8% | -141.3% | -43.7% |
| 10Y | +304.3% | +7.2% | +297.1% | +248.2% |
| All | +709.2% | +41.0% | +668.3% | +573.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling