+240.8%
TWLO vs SONY
+42.2%
+198.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.2% |
| 7D | -2.4% | -2.7% | +0.3% | -1.5% |
| 30D | -7.8% | +1.5% | -9.3% | -8.4% |
| 3M | +10.0% | +13.0% | -3.0% | +5.3% |
| 6M | +79.5% | +11.2% | +68.3% | +72.5% |
| YTD | +59.8% | -6.6% | +66.5% | +62.7% |
| 1Y | +121.7% | -18.1% | +139.8% | +136.4% |
| 3Y | +240.8% | +42.1% | +198.7% | +194.4% |
| All | +240.8% | +42.2% | +198.6% | +194.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling