+604.5%
XYZ vs TWLO
+298.6%
+305.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.2% |
| 7D | -3.7% | +0.2% | -3.9% | -3.9% |
| 30D | +0.5% | -9.1% | +9.7% | +4.9% |
| 3M | +16.3% | +11.0% | +5.3% | +7.2% |
| 6M | +21.1% | +79.4% | -58.2% | -15.6% |
| YTD | +22.0% | +59.7% | -37.7% | -10.3% |
| 1Y | +5.2% | +112.3% | -107.2% | -34.1% |
| 3Y | +49.6% | +247.0% | -197.4% | -31.9% |
| 5Y | -68.4% | -35.6% | -32.9% | -69.9% |
| 10Y | +604.5% | +305.7% | +298.8% | +212.7% |
| All | +604.5% | +298.6% | +305.9% | +212.7% |
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 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