+584.9%
XYZ vs TWLO
+566.1%
+18.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.0% |
| 7D | -1.1% | +4.5% | -5.6% | -3.2% |
| 30D | +11.5% | -22.1% | +33.6% | +23.6% |
| 3M | +1.8% | -15.3% | +17.1% | +6.5% |
| 6M | +21.2% | +9.7% | +11.6% | +6.6% |
| YTD | +29.9% | +48.5% | -18.5% | -5.0% |
| 1Y | +35.8% | +70.3% | -34.6% | -7.9% |
| 3Y | +62.6% | +261.4% | -198.8% | -32.0% |
| 5Y | -62.8% | -30.6% | -32.2% | -66.1% |
| All | +584.9% | +566.1% | +18.8% | +175.5% |
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