+709.2%
TWLO vs TECH
+175.4%
+533.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +20.6% | +0.7% | +19.9% | +20.1% |
| 3M | -1.5% | +36.3% | -37.9% | -20.2% |
| 6M | +89.4% | +25.6% | +63.9% | +56.6% |
| YTD | +63.8% | +23.7% | +40.1% | +35.0% |
| 1Y | +119.7% | +37.6% | +82.1% | +65.8% |
| 3Y | +256.1% | -6.6% | +262.7% | +216.5% |
| 5Y | -36.6% | -42.2% | +5.7% | -16.9% |
| 10Y | +304.3% | +187.6% | +116.8% | +58.5% |
| All | +709.2% | +175.4% | +533.9% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling