+105.8%
V vs TWLO
-29.1%
+135.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.9% |
| 7D | -0.4% | +5.6% | -6.0% | -0.9% |
| 30D | +6.3% | -24.6% | +31.0% | +9.1% |
| 3M | +17.2% | -14.0% | +31.1% | +18.2% |
| 6M | +29.2% | +10.1% | +19.2% | +25.8% |
| YTD | +20.8% | +49.2% | -28.4% | +12.2% |
| 1Y | +25.0% | +65.2% | -40.2% | +14.5% |
| 3Y | +75.3% | +260.7% | -185.4% | +39.5% |
| 5Y | +105.8% | -30.2% | +136.1% | +114.7% |
| All | +105.8% | -29.1% | +135.0% | +114.7% |
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 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