+69.6%
V vs TWLO
-34.2%
+103.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.2% |
| 7D | -3.0% | -3.9% | +0.8% | -2.6% |
| 30D | +1.2% | -9.7% | +10.9% | +2.3% |
| 3M | +13.9% | +11.6% | +2.3% | +11.9% |
| 6M | +17.2% | +84.7% | -67.4% | +7.1% |
| YTD | +5.3% | +62.5% | -57.2% | -2.5% |
| 1Y | +9.5% | +121.7% | -112.2% | -3.3% |
| 3Y | +51.9% | +253.0% | -201.1% | +22.2% |
| 5Y | +69.6% | -32.5% | +102.1% | +71.3% |
| All | +69.6% | -34.2% | +103.8% | +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