-68.9%
U vs TWLO
-34.2%
-34.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -2.2% |
| 7D | 0.0% | -3.9% | +3.9% | +2.4% |
| 30D | -4.1% | -9.7% | +5.6% | +1.4% |
| 3M | +57.8% | +11.6% | +46.2% | +41.5% |
| 6M | +103.5% | +84.7% | +18.8% | +23.1% |
| YTD | -4.8% | +62.5% | -67.2% | -36.3% |
| 1Y | -2.4% | +121.7% | -124.1% | -48.0% |
| 3Y | +11.7% | +253.0% | -241.3% | -63.2% |
| 5Y | -68.9% | -32.5% | -36.4% | -72.2% |
| All | -68.9% | -34.2% | -34.7% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling