+702.8%
TWLO vs SONY
+327.2%
+375.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | -3.9% | -5.8% | +1.9% | -0.3% |
| 30D | -9.7% | -0.4% | -9.3% | -9.7% |
| 3M | +11.6% | +13.3% | -1.7% | +2.8% |
| 6M | +84.7% | +8.5% | +76.2% | +73.5% |
| YTD | +62.5% | -8.1% | +70.6% | +68.4% |
| 1Y | +121.7% | -17.9% | +139.6% | +145.3% |
| 3Y | +253.0% | +41.4% | +211.5% | +158.2% |
| 5Y | -32.5% | +9.3% | -41.8% | -41.6% |
| 10Y | +312.7% | +283.0% | +29.7% | +73.6% |
| All | +702.8% | +327.2% | +375.6% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling