+484.0%
V vs TWLO
+566.1%
-82.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.9% | +4.5% | -3.6% | +0.3% |
| 30D | +9.0% | -22.1% | +31.1% | +12.1% |
| 3M | +16.7% | -15.3% | +32.0% | +18.3% |
| 6M | +33.4% | +9.7% | +23.8% | +29.1% |
| YTD | +22.4% | +48.5% | -26.1% | +12.1% |
| 1Y | +27.7% | +70.3% | -42.7% | +14.6% |
| 3Y | +78.0% | +261.4% | -183.4% | +37.2% |
| 5Y | +108.5% | -30.6% | +139.1% | +96.8% |
| All | +484.0% | +566.1% | -82.1% | +257.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling