+87.5%
U vs TWLO
+261.1%
-173.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.4% |
| 7D | +2.6% | +4.5% | -2.0% | +0.5% |
| 30D | +27.6% | -22.1% | +49.7% | +40.4% |
| 3M | +15.3% | -15.3% | +30.7% | +20.8% |
| 6M | +96.4% | +9.7% | +86.7% | +77.3% |
| YTD | +19.6% | +48.5% | -28.9% | -9.3% |
| 1Y | +42.1% | +70.3% | -28.2% | +0.7% |
| 3Y | +87.5% | +261.4% | -173.9% | -32.9% |
| All | +87.5% | +261.1% | -173.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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