+64.3%
TWLO vs SONY
-6.4%
+70.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | -15.9% | +2.9% | -18.8% | -16.3% |
| 30D | -29.0% | +10.2% | -39.3% | -30.6% |
| 3M | +10.0% | +16.1% | -6.1% | +6.2% |
| 6M | +12.6% | +32.1% | -19.6% | +5.7% |
| YTD | +50.1% | +1.4% | +48.7% | +43.2% |
| 1Y | +64.3% | -7.0% | +71.3% | +58.9% |
| All | +64.3% | -6.4% | +70.7% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling