-73.3%
U vs TWLO
-30.7%
-42.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.5% |
| 7D | +2.6% | +4.5% | -2.0% | -0.5% |
| 30D | +27.6% | -22.1% | +49.7% | +46.0% |
| 3M | +15.3% | -15.3% | +30.7% | +22.4% |
| 6M | +96.4% | +9.7% | +86.7% | +67.3% |
| YTD | +19.6% | +48.5% | -28.9% | -19.4% |
| 1Y | +42.1% | +70.3% | -28.2% | -13.2% |
| 3Y | +87.5% | +261.4% | -173.9% | -44.9% |
| All | -73.3% | -30.7% | -42.6% | -71.3% |
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