+301.0%
TWLO vs TECH
+189.9%
+111.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -7.8% | 0.0% | -7.8% | -7.8% |
| 3M | +10.0% | +33.7% | -23.6% | -9.5% |
| 6M | +79.5% | +34.9% | +44.6% | +41.8% |
| YTD | +59.8% | +23.2% | +36.7% | +32.0% |
| 1Y | +121.7% | +36.3% | +85.4% | +68.6% |
| 3Y | +240.8% | +2.3% | +238.5% | +180.3% |
| 5Y | -33.6% | -42.9% | +9.3% | -12.0% |
| All | +301.0% | +189.9% | +111.0% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling