-32.3%
TWLO vs SONY
+9.6%
-42.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.6% |
| 7D | -2.4% | -2.7% | +0.3% | -0.9% |
| 30D | -7.8% | +1.5% | -9.3% | -8.8% |
| 3M | +10.0% | +13.0% | -3.0% | +1.9% |
| 6M | +79.5% | +11.2% | +68.3% | +66.8% |
| YTD | +59.8% | -6.6% | +66.5% | +64.5% |
| 1Y | +121.7% | -18.1% | +139.8% | +146.4% |
| 3Y | +240.8% | +42.1% | +198.7% | +142.4% |
| All | -32.3% | +9.6% | -42.0% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling