-39.0%
U vs TWLO
+3.5%
-42.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.9% |
| 7D | -3.8% | -2.0% | -1.8% | -2.7% |
| 30D | +17.5% | +20.6% | -3.1% | +2.0% |
| 3M | +38.7% | -1.5% | +40.3% | +35.2% |
| 6M | +104.4% | +89.4% | +15.0% | +25.5% |
| YTD | -5.7% | +63.8% | -69.5% | -35.5% |
| 1Y | +3.7% | +119.7% | -116.0% | -41.9% |
| 3Y | +12.3% | +256.1% | -243.8% | -59.5% |
| 5Y | -68.8% | -36.6% | -32.3% | -73.0% |
| All | -39.0% | +3.5% | -42.5% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling