+837.3%
XYZ vs TWLO
+792.9%
+44.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.7% | -7.0% | -5.0% |
| 7D | +12.6% | +0.2% | +12.4% | +12.4% |
| 30D | +10.8% | -26.0% | +36.8% | +24.9% |
| 3M | +8.4% | -14.3% | +22.7% | +12.6% |
| 6M | +14.3% | +6.2% | +8.1% | +3.2% |
| YTD | +31.5% | +50.6% | -19.1% | -2.3% |
| 1Y | +28.1% | +64.0% | -35.9% | -8.9% |
| 3Y | +66.2% | +264.1% | -197.9% | -25.7% |
| 5Y | -62.3% | -27.9% | -34.4% | -66.3% |
| 10Y | +634.6% | +580.0% | +54.6% | +239.3% |
| All | +837.3% | +792.9% | +44.4% | +311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling